+33.9%
FROG vs IRM
+410.9%
-377.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -5.5% | +1.6% | -7.1% | -6.1% |
| 30D | -3.1% | -4.2% | +1.1% | -1.6% |
| 3M | +1.2% | -5.4% | +6.6% | +3.0% |
| 6M | +113.7% | +12.0% | +101.6% | +103.7% |
| YTD | +38.9% | +42.0% | -3.2% | +20.4% |
| 1Y | +72.0% | +29.9% | +42.1% | +54.0% |
| 3Y | +217.1% | +104.4% | +112.8% | +125.4% |
| 5Y | +130.6% | +191.0% | -60.4% | +43.6% |
| All | +33.9% | +410.9% | -377.1% | -24.8% |
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