+1,660.3%
PLTR vs IEMG
+85.8%
+1,574.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | -0.7% |
| 7D | -4.1% | -1.3% | -2.8% | -2.5% |
| 30D | -2.2% | +1.9% | -4.1% | -4.8% |
| 3M | +27.6% | +1.4% | +26.2% | +23.3% |
| 6M | +10.3% | +15.2% | -4.9% | -13.5% |
| YTD | -5.9% | +23.8% | -29.7% | -34.8% |
| 1Y | +1.7% | +30.7% | -28.9% | -34.6% |
| 3Y | +959.1% | +83.3% | +875.8% | +317.7% |
| 5Y | +536.3% | +48.8% | +487.6% | +235.7% |
| All | +1,660.3% | +85.8% | +1,574.5% | +710.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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