-2.9%
IBM vs ARKK
+10.0%
-12.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.8% |
| 7D | +3.6% | -3.1% | +6.6% | +4.4% |
| 30D | +3.1% | +2.7% | +0.4% | +2.3% |
| 3M | -10.8% | +10.8% | -21.6% | -14.1% |
| 6M | -0.8% | +14.4% | -15.2% | -5.5% |
| YTD | -16.2% | +8.7% | -24.9% | -19.5% |
| 1Y | -2.9% | +6.7% | -9.6% | -0.5% |
| All | -2.9% | +10.0% | -12.9% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling