+368.0%
ARKK vs IOVA
+35.9%
+332.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | +3.6% | +5.1% | -1.5% | +2.7% |
| 30D | +8.4% | +37.2% | -28.9% | +1.9% |
| 3M | +13.4% | +117.5% | -104.1% | -4.5% |
| 6M | +18.9% | +69.6% | -50.7% | +3.1% |
| YTD | +11.9% | +218.7% | -206.8% | -15.3% |
| 1Y | +13.1% | +265.5% | -252.5% | -18.3% |
| 3Y | +97.1% | +46.2% | +50.9% | +41.4% |
| 5Y | -27.8% | -63.2% | +35.5% | -38.3% |
| 10Y | +338.5% | +6.1% | +332.4% | +202.0% |
| All | +368.0% | +35.9% | +332.1% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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