+139.5%
IBM vs ARKK
+367.1%
-227.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.3% | +3.6% | -3.3% | -0.5% |
| 30D | -1.5% | +8.4% | -9.9% | -3.3% |
| 3M | -16.8% | +13.4% | -30.2% | -19.4% |
| 6M | -9.0% | +18.9% | -27.9% | -12.9% |
| YTD | -20.1% | +11.9% | -32.0% | -22.5% |
| 1Y | -7.0% | +13.1% | -20.1% | -10.5% |
| 3Y | +72.4% | +97.1% | -24.7% | +43.9% |
| 5Y | +112.0% | -27.8% | +139.8% | +118.9% |
| 10Y | +131.6% | +338.5% | -206.9% | +5.0% |
| All | +139.5% | +367.1% | -227.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ARKK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling