+959.1%
PLTR vs IJR
+52.1%
+907.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.2% |
| 7D | -4.1% | -2.2% | -1.9% | -1.5% |
| 30D | -2.2% | -4.6% | +2.4% | +3.4% |
| 3M | +27.6% | +0.2% | +27.3% | +27.5% |
| 6M | +10.3% | +14.7% | -4.4% | -7.0% |
| YTD | -5.9% | +18.9% | -24.8% | -24.6% |
| 1Y | +1.7% | +19.9% | -18.2% | -19.3% |
| 3Y | +959.1% | +53.0% | +906.1% | +508.0% |
| All | +959.1% | +52.1% | +907.0% | +508.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling