+359.8%
ARKK vs IVZ
+33.0%
+326.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | +5.1% | +1.8% | +3.3% | +4.1% |
| 3M | +12.7% | +15.7% | -3.0% | +4.1% |
| 6M | +13.8% | +36.3% | -22.5% | -3.5% |
| YTD | +9.9% | +24.9% | -15.0% | -2.8% |
| 1Y | +10.4% | +48.9% | -38.5% | -10.9% |
| 3Y | +93.6% | +136.8% | -43.2% | +22.3% |
| 5Y | -29.4% | +60.0% | -89.3% | -46.8% |
| 10Y | +336.9% | +63.4% | +273.5% | +201.1% |
| All | +359.8% | +33.0% | +326.8% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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