+1,645.9%
PLTR vs IAG
+425.9%
+1,220.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.8% |
| 7D | -9.1% | -4.1% | -5.1% | -8.5% |
| 30D | -5.2% | +10.6% | -15.8% | -7.1% |
| 3M | +27.4% | +35.4% | -8.0% | +20.0% |
| 6M | +9.7% | -9.5% | +19.3% | +10.1% |
| YTD | -6.7% | +21.8% | -28.5% | -11.6% |
| 1Y | -0.5% | +84.1% | -84.7% | -12.4% |
| 3Y | +996.2% | +817.4% | +178.9% | +614.8% |
| 5Y | +531.1% | +830.1% | -299.0% | +288.0% |
| All | +1,645.9% | +425.9% | +1,220.0% | +1,060.6% |
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