+666.6%
PLTR vs IREN
-25.6%
+692.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IREN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.0% |
| 7D | +0.4% | -4.0% | +4.4% | +0.8% |
| 30D | -17.5% | -40.1% | +22.6% | -9.5% |
| 3M | -1.5% | -47.6% | +46.1% | +9.7% |
| 6M | +25.9% | -62.2% | +88.2% | +44.5% |
| YTD | -3.0% | -44.8% | +41.8% | -1.7% |
| 1Y | -9.7% | -63.7% | +54.0% | -0.9% |
| 3Y | +776.5% | +604.1% | +172.4% | +292.2% |
| All | +666.6% | -25.6% | +692.1% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IREN.
Daily Out/Under-Performance
Portfolio return minus IREN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IREN 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 IREN 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