+1,668.3%
PLTR vs IWF
+121.0%
+1,547.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -0.2% |
| 7D | +4.7% | +2.8% | +1.9% | -0.1% |
| 30D | -16.4% | -7.5% | -8.9% | -3.9% |
| 3M | -6.2% | -8.5% | +2.3% | +9.6% |
| 6M | +29.2% | -7.4% | +36.6% | +48.4% |
| YTD | -5.5% | -2.6% | -2.8% | -0.5% |
| 1Y | -2.4% | -1.8% | -0.6% | +1.7% |
| 3Y | +752.3% | +65.5% | +686.9% | +283.5% |
| 5Y | +635.8% | +55.8% | +580.0% | +283.5% |
| All | +1,668.3% | +121.0% | +1,547.3% | +582.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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