+121.7%
FROG vs IRE
-97.3%
+219.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +7.4% |
| 7D | +27.1% | -15.5% | +42.6% | +27.4% |
| 30D | +5.8% | -70.4% | +76.2% | +12.0% |
| 3M | +20.8% | -81.6% | +102.5% | +29.5% |
| 6M | +53.3% | -94.7% | +148.0% | +66.9% |
| YTD | +73.2% | -91.8% | +164.9% | +85.6% |
| 1Y | +80.3% | -97.6% | +177.9% | +87.3% |
| All | +121.7% | -97.3% | +219.0% | +132.6% |
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