+85.6%
FROG vs IRE
-97.2%
+182.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.5% | +14.5% | +2.5% |
| 7D | +48.2% | +11.1% | +37.1% | +46.7% |
| 30D | +11.4% | -75.2% | +86.6% | +21.2% |
| 3M | +28.5% | -86.4% | +114.9% | +43.3% |
| 6M | +63.7% | -94.8% | +158.6% | +83.8% |
| YTD | +77.1% | -93.3% | +170.3% | +93.9% |
| All | +85.6% | -97.2% | +182.8% | +102.1% |
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