+106.9%
FROG vs IRE
-97.2%
+204.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +39.6% | -4.3% | +31.5% |
| 7D | +7.0% | -27.2% | +34.2% | +8.2% |
| 30D | +2.9% | -75.1% | +78.0% | +9.6% |
| 3M | +21.6% | -77.9% | +99.5% | +29.0% |
| 6M | +87.7% | -94.6% | +182.2% | +103.5% |
| YTD | +61.7% | -91.5% | +153.2% | +72.9% |
| 1Y | +113.7% | -97.8% | +211.5% | +120.7% |
| All | +106.9% | -97.2% | +204.2% | +116.6% |
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 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