+774.7%
PLTR vs IWD
+85.5%
+689.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.4% |
| 7D | +0.4% | -0.6% | +1.0% | +1.7% |
| 30D | -17.5% | +3.6% | -21.1% | -22.1% |
| 3M | -1.5% | +2.7% | -4.1% | -5.4% |
| 6M | +25.9% | +13.2% | +12.7% | +2.4% |
| YTD | -3.0% | +26.8% | -29.8% | -36.6% |
| 1Y | -9.7% | +29.3% | -39.0% | -43.0% |
| All | +774.7% | +85.5% | +689.2% | +169.1% |
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 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