-10.0%
PLTR vs IJR
+24.2%
-34.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -3.2% |
| 7D | -12.8% | +2.3% | -15.0% | -14.4% |
| 30D | -9.3% | +2.8% | -12.2% | -11.4% |
| 3M | +5.6% | -4.6% | +10.2% | +10.1% |
| 6M | +17.6% | +5.7% | +11.9% | +13.2% |
| YTD | -3.4% | +19.9% | -23.3% | -20.3% |
| 1Y | -10.0% | +24.2% | -34.1% | -29.6% |
| All | -10.0% | +24.2% | -34.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling