+531.1%
PLTR vs IVZ
+57.9%
+473.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -9.1% | -2.4% | -6.7% | -7.6% |
| 30D | -5.2% | +2.5% | -7.7% | -6.7% |
| 3M | +27.4% | +17.1% | +10.3% | +13.7% |
| 6M | +9.7% | +35.1% | -25.4% | -12.5% |
| YTD | -6.7% | +24.3% | -31.0% | -22.5% |
| 1Y | -0.5% | +48.7% | -49.2% | -28.2% |
| 3Y | +996.2% | +135.6% | +860.6% | +422.2% |
| 5Y | +531.1% | +60.3% | +470.8% | +309.1% |
| All | +531.1% | +57.9% | +473.2% | +309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling