+1,046.2%
PLTR vs IAG
+790.4%
+255.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.1% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | +10.0% | +28.9% | -18.9% | +4.4% |
| 3M | +23.0% | +19.1% | +3.9% | +18.0% |
| 6M | +13.8% | -10.3% | +24.1% | +14.2% |
| YTD | -1.9% | +24.2% | -26.1% | -7.9% |
| 1Y | +11.6% | +116.5% | -104.8% | -5.5% |
| All | +1,046.2% | +790.4% | +255.7% | +640.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling