+307.7%
ARKK vs IWD
+233.7%
+74.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.3% |
| 7D | -0.6% | +2.3% | -2.9% | -3.5% |
| 30D | -11.2% | +3.6% | -14.8% | -15.1% |
| 3M | -9.2% | +2.2% | -11.4% | -11.5% |
| 6M | -3.9% | +13.0% | -16.9% | -18.0% |
| YTD | -2.5% | +26.5% | -29.0% | -28.1% |
| 1Y | -2.7% | +30.1% | -32.9% | -30.8% |
| 3Y | +87.9% | +84.9% | +3.0% | -10.8% |
| 5Y | -35.7% | +73.4% | -109.0% | -65.0% |
| 10Y | +299.2% | +204.0% | +95.2% | +27.0% |
| All | +307.7% | +233.7% | +74.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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