+531.1%
PLTR vs IJR
+38.0%
+493.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -0.9% |
| 7D | -9.1% | -2.3% | -6.8% | -6.1% |
| 30D | -5.2% | -4.7% | -0.5% | +1.3% |
| 3M | +27.4% | +2.1% | +25.2% | +23.7% |
| 6M | +9.7% | +13.9% | -4.1% | -9.3% |
| YTD | -6.7% | +18.2% | -24.9% | -27.5% |
| 1Y | -0.5% | +21.8% | -22.4% | -26.1% |
| 3Y | +996.2% | +52.2% | +944.0% | +468.2% |
| 5Y | +531.1% | +40.1% | +491.0% | +292.5% |
| All | +531.1% | +38.0% | +493.2% | +292.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling