+195.6%
IWM vs ARKK
+367.9%
-172.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.7% |
| 7D | +0.1% | +1.9% | -1.8% | -0.8% |
| 30D | -1.3% | +13.2% | -14.4% | -6.8% |
| 3M | +1.6% | +7.7% | -6.1% | -2.4% |
| 6M | +13.6% | +15.1% | -1.5% | +5.5% |
| YTD | +20.8% | +12.1% | +8.7% | +13.1% |
| 1Y | +26.4% | +14.9% | +11.5% | +16.4% |
| 3Y | +60.7% | +99.3% | -38.6% | +11.6% |
| 5Y | +38.2% | -29.9% | +68.1% | +45.4% |
| 10Y | +169.5% | +351.6% | -182.1% | -6.8% |
| All | +195.6% | +367.9% | -172.2% | -0.8% |
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