+1,714.7%
PLTR vs IAG
+373.0%
+1,341.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +2.5% |
| 7D | +0.4% | +3.4% | -3.0% | -0.2% |
| 30D | -17.5% | -2.7% | -14.8% | -17.4% |
| 3M | -1.5% | -0.5% | -1.0% | -2.0% |
| 6M | +25.9% | -4.8% | +30.8% | +25.5% |
| YTD | -3.0% | +9.6% | -12.6% | -6.8% |
| 1Y | -9.7% | +32.2% | -41.9% | -15.9% |
| 3Y | +776.5% | +692.5% | +83.9% | +484.9% |
| 5Y | +649.9% | +447.6% | +202.3% | +399.9% |
| All | +1,714.7% | +373.0% | +1,341.7% | +1,123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling