+475.9%
IRDM vs VT
+228.2%
+247.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -2.3% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | -9.6% | -1.4% | -8.1% | -7.9% |
| 3M | -11.4% | -1.4% | -10.0% | -9.8% |
| 6M | +10.5% | +5.5% | +5.1% | +4.2% |
| YTD | +155.2% | +12.8% | +142.4% | +120.9% |
| 1Y | +150.9% | +15.4% | +135.5% | +111.4% |
| 3Y | +21.9% | +76.9% | -55.0% | -40.5% |
| 5Y | +10.9% | +60.4% | -49.5% | -38.4% |
| All | +475.9% | +228.2% | +247.7% | +20.3% |
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