+359.8%
ARKK vs IRM
+518.5%
-158.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.4% |
| 7D | +1.4% | +3.0% | -1.6% | +0.1% |
| 30D | +5.1% | -5.2% | +10.3% | +7.5% |
| 3M | +12.7% | -8.0% | +20.8% | +16.4% |
| 6M | +13.8% | +9.2% | +4.7% | +8.5% |
| YTD | +9.9% | +41.0% | -31.1% | -7.0% |
| 1Y | +10.4% | +23.3% | -12.8% | -1.1% |
| 3Y | +93.6% | +102.8% | -9.3% | +36.1% |
| 5Y | -29.4% | +192.8% | -222.1% | -56.8% |
| 10Y | +336.9% | +439.6% | -102.8% | +107.1% |
| All | +359.8% | +518.5% | -158.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling