+478.9%
IRDM vs VT
+215.5%
+263.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.5% |
| 7D | -1.9% | -2.3% | +0.4% | +0.9% |
| 30D | -8.9% | -5.0% | -4.0% | -3.0% |
| 3M | -8.5% | -4.9% | -3.7% | -2.7% |
| 6M | +9.2% | -1.5% | +10.7% | +12.0% |
| YTD | +156.6% | +8.5% | +148.1% | +133.1% |
| 1Y | +166.0% | +11.4% | +154.6% | +134.1% |
| 3Y | +23.6% | +70.1% | -46.4% | -36.6% |
| 5Y | +10.2% | +53.7% | -43.5% | -35.4% |
| All | +478.9% | +215.5% | +263.3% | +26.9% |
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