+1,668.3%
PLTR vs IYR
+48.8%
+1,619.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +4.7% | +0.6% | +4.2% | +4.2% |
| 30D | -16.4% | +6.6% | -23.0% | -21.9% |
| 3M | -6.2% | -1.8% | -4.3% | -4.7% |
| 6M | +29.2% | +1.4% | +27.7% | +25.6% |
| YTD | -5.5% | +10.5% | -16.0% | -17.2% |
| 1Y | -2.4% | +10.6% | -13.0% | -14.7% |
| 3Y | +752.3% | +41.8% | +710.5% | +443.9% |
| 5Y | +635.8% | +6.0% | +629.8% | +562.8% |
| All | +1,668.3% | +48.8% | +1,619.5% | +1,383.0% |
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