+452.3%
IRDM vs VT
+214.8%
+237.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | +1.0% |
| 7D | -8.8% | -4.2% | -4.6% | -3.9% |
| 30D | -14.3% | -5.8% | -8.5% | -7.8% |
| 3M | -12.8% | -5.2% | -7.6% | -6.9% |
| 6M | +7.8% | +0.1% | +7.7% | +8.3% |
| YTD | +144.8% | +8.2% | +136.6% | +123.0% |
| 1Y | +138.7% | +10.1% | +128.6% | +113.1% |
| 3Y | +16.9% | +69.7% | -52.8% | -39.9% |
| 5Y | +5.2% | +53.4% | -48.2% | -38.2% |
| All | +452.3% | +214.8% | +237.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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