+331.8%
ARKK vs IJR
+172.1%
+159.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | 0.0% |
| 7D | -3.1% | -2.2% | -0.9% | -0.5% |
| 30D | +2.7% | -4.6% | +7.3% | +8.7% |
| 3M | +10.8% | +0.2% | +10.5% | +10.7% |
| 6M | +14.4% | +14.7% | -0.3% | -2.2% |
| YTD | +8.7% | +18.9% | -10.2% | -10.8% |
| 1Y | +6.7% | +19.9% | -13.2% | -13.0% |
| 3Y | +87.4% | +53.0% | +34.4% | +20.0% |
| 5Y | -29.5% | +40.9% | -70.3% | -47.4% |
| All | +331.8% | +172.1% | +159.7% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling