+1,735.1%
PLTR vs IRM
+453.4%
+1,281.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -5.4% |
| 7D | -6.4% | -0.5% | -6.0% | -6.1% |
| 30D | +10.0% | -8.1% | +18.1% | +15.1% |
| 3M | +23.0% | -9.7% | +32.7% | +28.8% |
| 6M | +13.8% | +10.0% | +3.8% | +4.5% |
| YTD | -1.9% | +43.0% | -44.9% | -24.9% |
| 1Y | +11.6% | +32.7% | -21.0% | -11.1% |
| 3Y | +1,048.4% | +102.7% | +945.7% | +576.3% |
| 5Y | +554.4% | +187.6% | +366.8% | +213.7% |
| All | +1,735.1% | +453.4% | +1,281.6% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling