+85.4%
FROG vs IRE
-97.6%
+183.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -23.2% | +20.8% | -1.0% |
| 7D | -14.1% | -46.8% | +32.8% | -11.2% |
| 30D | -11.8% | -75.5% | +63.7% | -5.8% |
| 3M | +0.1% | -79.4% | +79.6% | +6.8% |
| 6M | +64.2% | -91.3% | +155.5% | +75.5% |
| YTD | +38.2% | -90.8% | +129.1% | +49.8% |
| 1Y | +85.4% | -97.7% | +183.1% | +89.1% |
| All | +85.4% | -97.6% | +183.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling