-0.5%
PLTR vs IAG
+94.1%
-94.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.7% |
| 7D | -9.1% | -4.1% | -5.1% | -8.3% |
| 30D | -5.2% | +10.6% | -15.8% | -7.7% |
| 3M | +27.4% | +35.4% | -8.0% | +18.0% |
| 6M | +9.7% | -9.5% | +19.3% | +10.2% |
| YTD | -6.7% | +21.8% | -28.5% | -13.4% |
| 1Y | -0.5% | +84.1% | -84.7% | -12.5% |
| All | -0.5% | +94.1% | -94.6% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling