+1,588.2%
PLTR vs IWD
+144.8%
+1,443.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.1% |
| 7D | -12.9% | -0.5% | -12.4% | -12.2% |
| 30D | -17.4% | +2.7% | -20.0% | -20.7% |
| 3M | +2.9% | +0.9% | +2.0% | +1.7% |
| 6M | +19.9% | +10.5% | +9.3% | +2.1% |
| YTD | -9.8% | +23.7% | -33.5% | -36.6% |
| 1Y | -8.4% | +28.7% | -37.1% | -39.6% |
| 3Y | +765.0% | +79.7% | +685.3% | +244.5% |
| 5Y | +516.8% | +69.7% | +447.2% | +174.8% |
| All | +1,588.2% | +144.8% | +1,443.4% | +619.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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