+1,645.9%
PLTR vs IEF
-12.4%
+1,658.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -9.1% | -1.2% | -7.9% | -8.5% |
| 30D | -5.2% | -1.5% | -3.7% | -4.4% |
| 3M | +27.4% | -1.7% | +29.0% | +28.7% |
| 6M | +9.7% | -3.5% | +13.3% | +12.0% |
| YTD | -6.7% | -2.6% | -4.0% | -5.2% |
| 1Y | -0.5% | -2.4% | +1.9% | +0.8% |
| 3Y | +996.2% | +8.9% | +987.3% | +908.5% |
| 5Y | +531.1% | -9.2% | +540.4% | +547.9% |
| All | +1,645.9% | -12.4% | +1,658.3% | +2,027.9% |
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