+124.4%
FROG vs IRE
-97.5%
+221.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +12.1% | -6.4% | +4.6% |
| 7D | +26.8% | -15.1% | +42.0% | +27.6% |
| 30D | +10.6% | -71.4% | +82.0% | +17.4% |
| 3M | +27.2% | -81.2% | +108.4% | +36.5% |
| 6M | +58.7% | -93.7% | +152.4% | +72.2% |
| YTD | +75.3% | -92.2% | +167.5% | +88.8% |
| 1Y | +71.1% | -97.3% | +168.3% | +79.4% |
| All | +124.4% | -97.5% | +221.9% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling