+1,645.9%
PLTR vs IWF
+133.1%
+1,512.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -0.6% |
| 7D | -9.1% | -1.7% | -7.4% | -6.4% |
| 30D | -5.2% | -1.8% | -3.3% | -1.9% |
| 3M | +27.4% | +1.5% | +25.9% | +24.5% |
| 6M | +9.7% | +7.7% | +2.0% | -3.3% |
| YTD | -6.7% | +2.7% | -9.4% | -10.5% |
| 1Y | -0.5% | +6.8% | -7.3% | -9.7% |
| 3Y | +996.2% | +76.9% | +919.4% | +344.7% |
| 5Y | +531.1% | +73.4% | +457.7% | +183.6% |
| All | +1,645.9% | +133.1% | +1,512.8% | +514.4% |
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