+331.8%
ARKK vs IRM
+440.8%
-109.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.3% |
| 7D | -3.1% | -1.4% | -1.6% | -2.4% |
| 30D | +2.7% | -7.4% | +10.1% | +6.3% |
| 3M | +10.8% | -7.4% | +18.1% | +14.1% |
| 6M | +14.4% | +8.7% | +5.7% | +9.0% |
| YTD | +8.7% | +40.9% | -32.3% | -9.1% |
| 1Y | +6.7% | +20.5% | -13.8% | -4.0% |
| 3Y | +87.4% | +101.7% | -14.3% | +28.5% |
| 5Y | -29.5% | +197.7% | -227.1% | -58.8% |
| All | +331.8% | +440.8% | -109.0% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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