+770.5%
PLTR vs IVZ
+146.5%
+624.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +10.7% | +5.1% | +5.6% | +7.6% |
| 30D | -17.8% | -1.6% | -16.2% | -16.9% |
| 3M | +0.3% | -9.1% | +9.4% | +5.8% |
| 6M | +26.2% | +1.8% | +24.4% | +24.6% |
| YTD | -3.5% | +10.8% | -14.3% | -10.9% |
| 1Y | -6.8% | +19.1% | -26.0% | -18.0% |
| All | +770.5% | +146.5% | +624.0% | +361.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling