+475.7%
IRDM vs SPY
+311.8%
+163.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.0% |
| 7D | +7.9% | -0.9% | +8.9% | +9.1% |
| 30D | +0.5% | -2.4% | +2.8% | +3.2% |
| 3M | -3.9% | -1.2% | -2.8% | -2.7% |
| 6M | +10.3% | +3.3% | +7.0% | +6.9% |
| YTD | +175.5% | +12.3% | +163.2% | +142.7% |
| 1Y | +188.4% | +12.4% | +175.9% | +153.8% |
| 3Y | +40.5% | +78.8% | -38.3% | -29.3% |
| 5Y | +19.0% | +75.2% | -56.2% | -39.0% |
| 10Y | +475.7% | +311.1% | +164.6% | -11.2% |
| All | +475.7% | +311.8% | +163.9% | -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