+1,668.3%
PLTR vs IAG
+353.4%
+1,314.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.3% |
| 7D | +4.7% | -7.7% | +12.4% | +6.2% |
| 30D | -16.4% | +1.6% | -18.0% | -16.9% |
| 3M | -6.2% | -2.4% | -3.7% | -6.4% |
| 6M | +29.2% | -7.8% | +37.0% | +29.4% |
| YTD | -5.5% | +5.0% | -10.5% | -8.5% |
| 1Y | -2.4% | +25.7% | -28.1% | -8.4% |
| 3Y | +752.3% | +694.5% | +57.8% | +469.2% |
| 5Y | +635.8% | +421.7% | +214.1% | +394.5% |
| All | +1,668.3% | +353.4% | +1,314.9% | +1,100.9% |
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