+351.6%
ARKK vs ITUB
+153.1%
+198.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.5% |
| 7D | -4.7% | +1.0% | -5.7% | -5.0% |
| 30D | +3.1% | +10.7% | -7.7% | +0.2% |
| 3M | +13.8% | +10.1% | +3.7% | +10.6% |
| 6M | +14.0% | -0.1% | +14.1% | +13.6% |
| YTD | +8.0% | +18.4% | -10.4% | +2.8% |
| 1Y | +9.9% | +31.3% | -21.4% | +1.8% |
| 3Y | +90.2% | +124.6% | -34.5% | +53.3% |
| 5Y | -29.9% | +192.0% | -221.9% | -47.9% |
| 10Y | +329.1% | +216.0% | +113.1% | +203.9% |
| All | +351.6% | +153.1% | +198.6% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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