+67.0%
FROG vs IRM
+391.7%
-324.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.1% | +3.1% | +5.6% |
| 7D | +27.1% | -3.8% | +30.9% | +29.5% |
| 30D | +5.8% | -3.2% | +9.0% | +7.7% |
| 3M | +20.8% | -7.8% | +28.6% | +25.0% |
| 6M | +53.3% | -12.7% | +66.0% | +61.0% |
| YTD | +73.2% | +36.7% | +36.5% | +52.9% |
| 1Y | +80.3% | +10.0% | +70.3% | +72.1% |
| 3Y | +318.3% | +107.2% | +211.1% | +196.6% |
| 5Y | +179.9% | +181.6% | -1.7% | +77.5% |
| All | +67.0% | +391.7% | -324.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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