+973.7%
PLTR vs IYR
+29.2%
+944.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.5% |
| 7D | 0.0% | -0.9% | +1.0% | +0.9% |
| 30D | -3.3% | -2.4% | -0.9% | -1.3% |
| 3M | +28.4% | -2.0% | +30.4% | +30.1% |
| 6M | +8.4% | +2.5% | +5.9% | +4.6% |
| YTD | -4.6% | +8.3% | -12.9% | -13.3% |
| 1Y | +4.4% | +6.5% | -2.0% | -3.9% |
| All | +973.7% | +29.2% | +944.5% | +677.4% |
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