+93.4%
IYR vs ARKK
+358.9%
-265.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.3% |
| 30D | -2.4% | +5.1% | -7.5% | -3.7% |
| 3M | -2.0% | +12.7% | -14.8% | -5.4% |
| 6M | +2.5% | +13.8% | -11.3% | -1.8% |
| YTD | +8.3% | +9.9% | -1.6% | +4.4% |
| 1Y | +6.5% | +10.4% | -4.0% | +1.8% |
| 3Y | +29.3% | +93.6% | -64.3% | +2.6% |
| 5Y | +5.7% | -29.4% | +35.0% | +4.8% |
| 10Y | +69.2% | +336.9% | -267.6% | -14.3% |
| All | +93.4% | +358.9% | -265.5% | -5.7% |
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