+1,668.3%
PLTR vs IEF
-12.9%
+1,681.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +4.7% | -2.0% | +6.7% | +5.8% |
| 30D | -16.4% | +0.7% | -17.1% | -16.9% |
| 3M | -6.2% | -2.5% | -3.7% | -4.9% |
| 6M | +29.2% | -2.6% | +31.7% | +31.0% |
| YTD | -5.5% | -3.2% | -2.3% | -3.9% |
| 1Y | -2.4% | -3.0% | +0.6% | -0.8% |
| 3Y | +752.3% | +10.5% | +741.8% | +672.0% |
| 5Y | +635.8% | -8.2% | +644.0% | +637.6% |
| All | +1,668.3% | -12.9% | +1,681.3% | +2,058.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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