+752.3%
PLTR vs IWD
+85.1%
+667.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.5% |
| 7D | +4.7% | +2.3% | +2.5% | +0.9% |
| 30D | -16.4% | +3.6% | -20.0% | -21.1% |
| 3M | -6.2% | +2.2% | -8.3% | -9.2% |
| 6M | +29.2% | +13.0% | +16.2% | +5.4% |
| YTD | -5.5% | +26.5% | -32.0% | -38.0% |
| 1Y | -2.4% | +30.1% | -32.6% | -39.3% |
| 3Y | +752.3% | +84.9% | +667.4% | +163.0% |
| All | +752.3% | +85.1% | +667.2% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling