+124.9%
IEMG vs ARKK
+353.6%
-228.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.3% | -3.1% | +1.8% | -0.3% |
| 30D | +1.9% | +2.7% | -0.8% | +0.9% |
| 3M | +1.4% | +10.8% | -9.3% | -2.1% |
| 6M | +15.2% | +14.4% | +0.8% | +10.0% |
| YTD | +23.8% | +8.7% | +15.2% | +19.9% |
| 1Y | +30.7% | +6.7% | +23.9% | +26.5% |
| 3Y | +83.3% | +87.4% | -4.1% | +41.5% |
| 5Y | +48.8% | -29.5% | +78.2% | +55.4% |
| 10Y | +142.8% | +331.8% | -189.0% | -3.5% |
| All | +124.9% | +353.6% | -228.7% | -13.6% |
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