+1,735.1%
PLTR vs IWF
+137.1%
+1,597.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -6.4% | +0.5% | -7.0% | -7.2% |
| 30D | +10.0% | -0.4% | +10.4% | +11.0% |
| 3M | +23.0% | -2.6% | +25.6% | +29.1% |
| 6M | +13.8% | +9.1% | +4.7% | -2.1% |
| YTD | -1.9% | +4.5% | -6.4% | -8.7% |
| 1Y | +11.6% | +10.1% | +1.6% | -3.8% |
| 3Y | +1,048.4% | +77.6% | +970.8% | +361.9% |
| 5Y | +554.4% | +73.7% | +480.7% | +189.8% |
| All | +1,735.1% | +137.1% | +1,597.9% | +526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling