+143.8%
IBM vs ARKK
+331.8%
-188.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.8% |
| 7D | +3.6% | -3.1% | +6.6% | +4.2% |
| 30D | +3.1% | +2.7% | +0.4% | +2.5% |
| 3M | -10.8% | +10.8% | -21.6% | -13.1% |
| 6M | -0.8% | +14.4% | -15.2% | -4.1% |
| YTD | -16.2% | +8.7% | -24.9% | -18.2% |
| 1Y | -2.9% | +6.7% | -9.6% | -5.2% |
| 3Y | +79.8% | +87.4% | -7.6% | +53.3% |
| 5Y | +124.9% | -29.5% | +154.3% | +133.6% |
| All | +143.8% | +331.8% | -188.0% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling