+1,046.2%
PLTR vs IWD
+70.7%
+975.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.3% |
| 7D | -6.4% | -0.3% | -6.1% | -5.9% |
| 30D | +10.0% | +0.6% | +9.5% | +9.1% |
| 3M | +23.0% | +7.2% | +15.8% | +8.8% |
| 6M | +13.8% | +16.2% | -2.4% | -14.4% |
| YTD | -1.9% | +23.3% | -25.3% | -34.8% |
| 1Y | +11.6% | +29.6% | -17.9% | -32.7% |
| All | +1,046.2% | +70.7% | +975.5% | +238.1% |
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