+23.6%
IRDM vs SPY
+75.1%
-51.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.5% |
| 7D | -1.9% | -2.7% | +0.8% | +0.6% |
| 30D | -8.9% | -5.4% | -3.5% | -4.1% |
| 3M | -8.5% | -4.1% | -4.5% | -4.9% |
| 6M | +9.2% | +0.7% | +8.5% | +9.2% |
| YTD | +156.6% | +8.7% | +147.9% | +140.7% |
| 1Y | +166.0% | +10.9% | +155.1% | +145.6% |
| 3Y | +23.6% | +75.0% | -51.4% | -17.7% |
| All | +23.6% | +75.1% | -51.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling