+112.2%
FROG vs IRE
-97.7%
+209.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.8% | +11.5% | -2.7% |
| 7D | +17.0% | -41.9% | +58.9% | +20.8% |
| 30D | +1.3% | -75.1% | +76.4% | +8.9% |
| 3M | +17.5% | -82.4% | +99.9% | +27.2% |
| 6M | +46.8% | -95.5% | +142.3% | +62.3% |
| YTD | +65.8% | -93.1% | +158.8% | +80.6% |
| 1Y | +61.0% | -97.8% | +158.8% | +70.3% |
| All | +112.2% | -97.7% | +209.9% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling