+1,645.9%
PLTR vs IYR
+44.4%
+1,601.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.2% |
| 7D | -9.1% | -2.8% | -6.3% | -6.4% |
| 30D | -5.2% | -2.5% | -2.7% | -2.6% |
| 3M | +27.4% | -3.0% | +30.3% | +30.8% |
| 6M | +9.7% | +1.6% | +8.1% | +6.2% |
| YTD | -6.7% | +7.3% | -14.0% | -15.4% |
| 1Y | -0.5% | +5.6% | -6.1% | -8.7% |
| 3Y | +996.2% | +28.1% | +968.1% | +692.9% |
| 5Y | +531.1% | +6.1% | +525.0% | +481.3% |
| All | +1,645.9% | +44.4% | +1,601.5% | +1,414.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling