+1,684.5%
PLTR vs IRM
+445.6%
+1,238.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | 0.0% |
| 7D | 0.0% | +3.0% | -3.0% | -1.6% |
| 30D | -3.3% | -5.2% | +2.0% | -0.5% |
| 3M | +28.4% | -8.0% | +36.4% | +33.0% |
| 6M | +8.4% | +9.2% | -0.8% | 0.0% |
| YTD | -4.6% | +41.0% | -45.6% | -26.4% |
| 1Y | +4.4% | +23.3% | -18.8% | -12.8% |
| 3Y | +1,020.5% | +102.8% | +917.6% | +559.1% |
| 5Y | +548.8% | +192.8% | +356.0% | +210.1% |
| All | +1,684.5% | +445.6% | +1,238.9% | +579.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IRM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling