+1,588.2%
PLTR vs IBB
+60.2%
+1,528.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +1.5% |
| 7D | -12.9% | -1.8% | -11.1% | -10.9% |
| 30D | -17.4% | +5.1% | -22.4% | -22.0% |
| 3M | +2.9% | +10.7% | -7.9% | -9.9% |
| 6M | +19.9% | +22.9% | -3.0% | -8.2% |
| YTD | -9.8% | +26.7% | -36.5% | -34.2% |
| 1Y | -8.4% | +35.1% | -43.5% | -38.5% |
| 3Y | +765.0% | +80.2% | +684.9% | +277.6% |
| 5Y | +516.8% | +37.8% | +479.0% | +292.6% |
| All | +1,588.2% | +60.2% | +1,528.0% | +1,033.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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