+419.6%
IRDM vs SPY
+691.8%
-272.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | -1.9% | -2.7% | +0.8% | +0.2% |
| 30D | -8.9% | -5.4% | -3.5% | -4.9% |
| 3M | -8.5% | -4.1% | -4.5% | -5.5% |
| 6M | +9.2% | +0.7% | +8.5% | +9.2% |
| YTD | +156.6% | +8.7% | +147.9% | +142.2% |
| 1Y | +166.0% | +10.9% | +155.1% | +147.4% |
| 3Y | +23.6% | +75.0% | -51.4% | -18.9% |
| 5Y | +10.2% | +67.8% | -57.6% | -25.4% |
| 10Y | +493.4% | +312.9% | +180.6% | +142.1% |
| All | +419.6% | +691.8% | -272.2% | +68.4% |
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