+765.0%
PLTR vs IBB
+78.6%
+686.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +2.2% |
| 7D | -12.9% | -1.8% | -11.1% | -11.5% |
| 30D | -17.4% | +5.1% | -22.4% | -20.2% |
| 3M | +2.9% | +10.7% | -7.9% | -5.3% |
| 6M | +19.9% | +22.9% | -3.0% | +1.4% |
| YTD | -9.8% | +26.7% | -36.5% | -25.9% |
| 1Y | -8.4% | +35.1% | -43.5% | -28.8% |
| 3Y | +765.0% | +80.2% | +684.9% | +420.7% |
| All | +765.0% | +78.6% | +686.4% | +420.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling