+455.2%
IRDM vs SPY
+727.4%
-272.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 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% | -10.1% |
| 6M | +94.4% | +13.0% | +81.4% | +78.1% |
| YTD | +174.2% | +13.5% | +160.6% | +150.0% |
| 1Y | +96.8% | +20.0% | +76.8% | +72.2% |
| 3Y | +1.3% | +77.2% | -75.8% | -34.2% |
| 5Y | +9.8% | +81.9% | -72.1% | -30.1% |
| 10Y | +562.4% | +314.1% | +248.4% | +166.3% |
| All | +455.2% | +727.4% | -272.2% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling