+142.4%
IBM vs ARKK
+367.9%
-225.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +0.3% | +13.2% | -12.9% | -2.5% |
| 3M | -21.6% | +7.7% | -29.3% | -23.2% |
| 6M | -4.7% | +15.1% | -19.8% | -8.1% |
| YTD | -19.1% | +12.1% | -31.2% | -21.6% |
| 1Y | -2.5% | +14.9% | -17.4% | -6.4% |
| 3Y | +74.2% | +99.3% | -25.2% | +45.0% |
| 5Y | +113.1% | -29.9% | +143.1% | +122.4% |
| 10Y | +133.5% | +351.6% | -218.1% | +4.7% |
| All | +142.4% | +367.9% | -225.5% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling