+1,735.1%
PLTR vs IAG
+436.1%
+1,298.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +23.0% | +19.1% | +3.9% | +18.5% |
| 6M | +13.8% | -10.3% | +24.1% | +14.2% |
| YTD | -1.9% | +24.2% | -26.1% | -7.4% |
| 1Y | +11.6% | +116.5% | -104.8% | -4.4% |
| 3Y | +1,048.4% | +742.8% | +305.6% | +658.1% |
| 5Y | +554.4% | +753.3% | -198.9% | +308.9% |
| All | +1,735.1% | +436.1% | +1,298.9% | +1,115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling