+1,735.1%
PLTR vs IYR
+47.6%
+1,687.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.8% |
| 7D | -6.4% | -1.2% | -5.2% | -5.1% |
| 30D | +10.0% | -2.9% | +12.9% | +13.4% |
| 3M | +23.0% | +0.8% | +22.2% | +21.2% |
| 6M | +13.8% | +1.9% | +11.9% | +10.0% |
| YTD | -1.9% | +9.6% | -11.6% | -13.0% |
| 1Y | +11.6% | +8.1% | +3.6% | 0.0% |
| 3Y | +1,048.4% | +29.2% | +1,019.2% | +724.7% |
| 5Y | +554.4% | +4.3% | +550.1% | +495.3% |
| All | +1,735.1% | +47.6% | +1,687.5% | +1,457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling