+765.0%
PLTR vs IRM
+90.1%
+675.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | -12.9% | -8.6% | -4.3% | -8.9% |
| 30D | -17.4% | -8.0% | -9.4% | -13.9% |
| 3M | +2.9% | -12.0% | +14.8% | +9.0% |
| 6M | +19.9% | -18.2% | +38.0% | +30.6% |
| YTD | -9.8% | +31.4% | -41.1% | -27.4% |
| 1Y | -8.4% | +9.2% | -17.5% | -16.9% |
| 3Y | +765.0% | +94.6% | +670.5% | +422.6% |
| All | +765.0% | +90.1% | +675.0% | +422.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling