+1,668.3%
PLTR vs IRM
+442.9%
+1,225.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +4.7% | +6.8% | -2.0% | +1.0% |
| 30D | -16.4% | +2.6% | -19.0% | -17.5% |
| 3M | -6.2% | -9.5% | +3.3% | -1.1% |
| 6M | +29.2% | -8.5% | +37.7% | +33.8% |
| YTD | -5.5% | +40.3% | -45.8% | -26.9% |
| 1Y | -2.4% | +28.7% | -31.1% | -20.4% |
| 3Y | +752.3% | +111.8% | +640.5% | +385.5% |
| 5Y | +635.8% | +189.1% | +446.7% | +253.9% |
| All | +1,668.3% | +442.9% | +1,225.5% | +573.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling