+1,692.6%
PLTR vs IJR
+124.3%
+1,568.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.3% |
| 7D | -5.3% | +0.9% | -6.3% | -6.5% |
| 30D | -1.0% | -3.1% | +2.1% | +3.1% |
| 3M | +24.8% | +4.4% | +20.4% | +18.0% |
| 6M | +8.4% | +16.1% | -7.8% | -11.3% |
| YTD | -4.2% | +20.6% | -24.8% | -25.8% |
| 1Y | +9.1% | +22.9% | -13.8% | -17.8% |
| 3Y | +1,025.6% | +55.2% | +970.4% | +518.0% |
| 5Y | +565.8% | +41.1% | +524.7% | +334.2% |
| All | +1,692.6% | +124.3% | +1,568.3% | +854.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling