+565.8%
PLTR vs IAG
+766.8%
-201.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -5.3% | +4.3% | -9.6% | -6.1% |
| 30D | -1.0% | +9.8% | -10.8% | -2.8% |
| 3M | +24.8% | +28.9% | -4.1% | +18.6% |
| 6M | +8.4% | -7.6% | +15.9% | +8.2% |
| YTD | -4.2% | +22.0% | -26.1% | -9.2% |
| 1Y | +9.1% | +99.5% | -90.4% | -5.2% |
| 3Y | +1,025.6% | +818.3% | +207.3% | +639.4% |
| 5Y | +565.8% | +785.9% | -220.1% | +348.5% |
| All | +565.8% | +766.8% | -201.1% | +348.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling