+1,660.3%
PLTR vs IJH
+118.2%
+1,542.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.3% |
| 7D | -4.1% | -1.9% | -2.2% | -1.4% |
| 30D | -2.2% | -4.6% | +2.4% | +4.9% |
| 3M | +27.6% | -1.2% | +28.7% | +30.0% |
| 6M | +10.3% | +9.4% | +0.9% | -4.1% |
| YTD | -5.9% | +13.3% | -19.3% | -22.9% |
| 1Y | +1.7% | +13.4% | -11.6% | -16.4% |
| 3Y | +959.1% | +50.4% | +908.6% | +479.4% |
| 5Y | +536.3% | +49.0% | +487.4% | +276.2% |
| All | +1,660.3% | +118.2% | +1,542.1% | +807.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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