+37.0%
IRDM vs SPY
+78.4%
-41.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.7% |
| 7D | +5.2% | -0.6% | +5.7% | +5.7% |
| 30D | -2.8% | -3.7% | +0.9% | +0.6% |
| 3M | -6.2% | -2.7% | -3.4% | -3.7% |
| 6M | +12.0% | +2.2% | +9.8% | +10.4% |
| YTD | +168.8% | +10.8% | +157.9% | +147.2% |
| 1Y | +185.5% | +11.2% | +174.3% | +162.1% |
| 3Y | +37.0% | +76.5% | -39.5% | -18.7% |
| All | +37.0% | +78.4% | -41.3% | -18.7% |
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