+758.3%
PLTR vs IYR
+42.0%
+716.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.8% | +2.1% | -5.9% | -5.0% |
| 30D | -19.2% | +7.2% | -26.4% | -23.0% |
| 3M | -3.7% | +0.4% | -4.0% | -3.9% |
| 6M | +22.5% | +1.4% | +21.1% | +20.7% |
| YTD | -5.0% | +11.3% | -16.4% | -14.2% |
| 1Y | -12.8% | +10.5% | -23.3% | -20.7% |
| 3Y | +758.3% | +41.7% | +716.6% | +535.2% |
| All | +758.3% | +42.0% | +716.3% | +535.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling