-10.0%
PLTR vs IYR
+12.4%
-22.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -1.7% |
| 7D | -12.8% | +6.9% | -19.7% | -12.1% |
| 30D | -9.3% | +10.2% | -19.6% | -8.7% |
| 3M | +5.6% | -0.3% | +5.9% | +5.5% |
| 6M | +17.6% | +3.6% | +14.0% | +18.2% |
| YTD | -3.4% | +12.5% | -15.9% | -6.1% |
| 1Y | -10.0% | +12.4% | -22.4% | -12.6% |
| All | -10.0% | +12.4% | -22.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling