+68.2%
FROG vs IRM
+10.0%
+58.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.1% | +3.1% | +5.3% |
| 7D | +27.1% | -3.8% | +30.9% | +29.8% |
| 30D | +5.8% | -3.2% | +9.0% | +8.0% |
| 3M | +20.8% | -7.8% | +28.6% | +25.2% |
| 6M | +53.3% | -12.7% | +66.0% | +60.9% |
| YTD | +73.2% | +36.7% | +36.5% | +53.8% |
| All | +68.2% | +10.0% | +58.1% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling