+121.8%
IBM vs ARKK
-29.9%
+151.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +3.6% |
| 7D | +3.6% | +1.4% | +2.2% | +3.3% |
| 30D | +1.5% | +5.1% | -3.6% | +0.7% |
| 3M | -12.9% | +12.7% | -25.7% | -14.8% |
| 6M | -3.9% | +13.8% | -17.7% | -6.1% |
| YTD | -17.3% | +9.9% | -27.3% | -18.9% |
| 1Y | -5.0% | +10.4% | -15.4% | -7.0% |
| 3Y | +78.2% | +93.6% | -15.4% | +61.3% |
| All | +121.8% | -29.9% | +151.7% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling