+368.8%
ARKK vs IWD
+225.3%
+143.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.3% |
| 30D | +13.2% | +0.6% | +12.6% | +12.4% |
| 3M | +7.7% | +7.2% | +0.5% | -1.8% |
| 6M | +15.1% | +16.2% | -1.1% | -5.4% |
| YTD | +12.1% | +23.3% | -11.2% | -14.7% |
| 1Y | +14.9% | +29.6% | -14.6% | -17.6% |
| 3Y | +99.3% | +70.5% | +28.9% | +5.0% |
| 5Y | -29.9% | +73.5% | -103.4% | -61.7% |
| 10Y | +351.6% | +198.3% | +153.3% | +47.5% |
| All | +368.8% | +225.3% | +143.5% | +42.1% |
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