+1,684.5%
PLTR vs IEMG
+87.4%
+1,597.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.2% |
| 7D | 0.0% | +1.6% | -1.6% | -2.1% |
| 30D | -3.3% | +4.6% | -7.9% | -9.0% |
| 3M | +28.4% | +4.8% | +23.5% | +18.4% |
| 6M | +8.4% | +16.8% | -8.5% | -16.6% |
| YTD | -4.6% | +24.8% | -29.5% | -34.5% |
| 1Y | +4.4% | +34.3% | -29.9% | -35.5% |
| 3Y | +1,020.5% | +87.0% | +933.5% | +330.5% |
| 5Y | +548.8% | +49.9% | +498.9% | +238.8% |
| All | +1,684.5% | +87.4% | +1,597.2% | +712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling