+357.1%
IVV vs ARKK
+306.9%
+50.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | -2.0% | -11.2% | +9.2% | +1.6% |
| 3M | -2.8% | -9.2% | +6.4% | -0.3% |
| 6M | +2.2% | -3.9% | +6.1% | +2.4% |
| YTD | +11.5% | -2.5% | +14.0% | +10.5% |
| 1Y | +13.5% | -2.7% | +16.2% | +12.4% |
| 3Y | +78.1% | +87.9% | -9.8% | +35.7% |
| 5Y | +73.1% | -35.7% | +108.8% | +81.4% |
| 10Y | +310.4% | +299.2% | +11.2% | +77.0% |
| All | +357.1% | +306.9% | +50.1% | +89.7% |
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