+1,025.6%
PLTR vs IWF
+79.6%
+946.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.7% |
| 7D | -5.3% | +1.5% | -6.8% | -7.8% |
| 30D | -1.0% | -1.3% | +0.3% | +1.4% |
| 3M | +24.8% | +0.1% | +24.7% | +24.8% |
| 6M | +8.4% | +10.3% | -1.9% | -9.0% |
| YTD | -4.2% | +4.2% | -8.3% | -10.4% |
| 1Y | +9.1% | +9.3% | -0.2% | -5.4% |
| 3Y | +1,025.6% | +79.3% | +946.2% | +257.8% |
| All | +1,025.6% | +79.6% | +946.0% | +257.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling