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  • PLTR vs IR✓SelectedUSD · IRPLTR vs IR performance historyLatest closeAs of-4.49%09/04
Stock and ETF performance explorer

PLTR vs IR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,735.1%
IR return
+113.9%
Excess return
+1,621.2%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIRExcessAlpha
1D-4.5%+1.3%-5.8%-5.2%
7D-6.4%-2.8%-3.6%-4.9%
30D+10.0%-15.1%+25.2%+20.7%
3M+23.0%+6.1%+17.0%+17.2%
6M+13.8%-16.8%+30.6%+23.7%
YTD-1.9%-3.5%+1.6%-4.4%
1Y+11.6%-3.5%+15.1%+7.9%
3Y+1,048.4%+9.5%+1,038.9%+899.4%
5Y+554.4%+45.1%+509.3%+371.8%
All+1,735.1%+113.9%+1,621.2%+1,298.0%

Cumulative growth

Daily Returns

Daily percentage return beside IR.

Daily Out/Under-Performance

Portfolio return minus IR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IR 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 IR 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