+1,684.5%
PLTR vs IVZ
+255.5%
+1,429.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | 0.0% | +1.2% | -1.1% | -0.6% |
| 30D | -3.3% | +1.8% | -5.0% | -4.3% |
| 3M | +28.4% | +15.7% | +12.6% | +16.3% |
| 6M | +8.4% | +36.3% | -28.0% | -12.6% |
| YTD | -4.6% | +24.9% | -29.6% | -19.9% |
| 1Y | +4.4% | +48.9% | -44.5% | -22.7% |
| 3Y | +1,020.5% | +136.8% | +883.7% | +475.5% |
| 5Y | +548.8% | +60.0% | +488.8% | +325.5% |
| All | +1,684.5% | +255.5% | +1,429.0% | +726.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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