I'm not having the best time finding a comparison picture, but I suspect that it's partially due to my having a poor sense of visualizing size. At this point, most of the pictures I see are artsy. Maybe it was just me expecting it to be smaller, but the Sephora sales associate agreed with me when I commented on it.
If you look at Temptalia's review on it, she shows how large the palette is against her hands. Admittedly, everyone's hands are different sizes, but it should give a good estimate for if it's a size you are interested in.
http://www.temptalia.com/urban-decay-naked-run-palette-review-photos-swatches