+1,668.3%
PLTR vs IOVA
-76.0%
+1,744.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | +4.7% | -3.5% | +8.2% | +5.3% |
| 30D | -16.4% | -45.4% | +29.0% | -10.0% |
| 3M | -6.2% | +19.0% | -25.2% | -11.5% |
| 6M | +29.2% | +112.0% | -82.8% | +7.6% |
| YTD | -5.5% | +184.2% | -189.7% | -27.6% |
| 1Y | -2.4% | +222.0% | -224.4% | -27.4% |
| 3Y | +752.3% | +92.6% | +659.8% | +445.1% |
| 5Y | +635.8% | -63.2% | +699.0% | +525.6% |
| All | +1,668.3% | -76.0% | +1,744.3% | +1,853.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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