+351.6%
ARKK vs IEF
+13.6%
+338.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -4.7% | -1.2% | -3.5% | -4.7% |
| 30D | +3.1% | -1.5% | +4.5% | +3.0% |
| 3M | +13.8% | -1.7% | +15.4% | +13.8% |
| 6M | +14.0% | -3.5% | +17.5% | +13.7% |
| YTD | +8.0% | -2.6% | +10.6% | +7.9% |
| 1Y | +9.9% | -2.4% | +12.3% | +9.9% |
| 3Y | +90.2% | +8.9% | +81.2% | +90.8% |
| 5Y | -29.9% | -9.2% | -20.7% | -41.3% |
| 10Y | +329.1% | +3.9% | +325.3% | +329.8% |
| All | +351.6% | +13.6% | +338.0% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling