+75.3%
FROG vs IRM
+404.6%
-329.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +12.5% | +6.8% | +5.7% | +9.8% |
| 30D | +23.5% | +2.6% | +20.9% | +23.0% |
| 3M | +19.4% | -9.5% | +28.9% | +24.1% |
| 6M | +77.0% | -8.5% | +85.5% | +82.6% |
| YTD | +81.9% | +40.3% | +41.6% | +59.0% |
| 1Y | +90.7% | +28.7% | +62.0% | +71.7% |
| 3Y | +328.5% | +111.8% | +216.7% | +201.3% |
| 5Y | +207.0% | +189.1% | +17.9% | +92.8% |
| All | +75.3% | +404.6% | -329.2% | -0.7% |
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