+596.3%
IRDM vs SPY
+313.2%
+283.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | -9.0% | +2.0% | -11.0% | -10.7% |
| 6M | +94.4% | +13.0% | +81.4% | +70.4% |
| YTD | +174.2% | +13.5% | +160.6% | +138.4% |
| 1Y | +96.8% | +20.0% | +76.8% | +60.8% |
| 3Y | +1.3% | +77.2% | -75.8% | -48.5% |
| 5Y | +9.8% | +81.9% | -72.1% | -46.5% |
| All | +596.3% | +313.2% | +283.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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