+79.3%
FROG vs IRM
+16.9%
+62.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | +48.2% | +8.6% | +39.6% | +43.3% |
| 30D | +11.4% | 0.0% | +11.4% | +12.1% |
| 3M | +28.5% | -7.1% | +35.7% | +32.1% |
| 6M | +63.7% | -7.9% | +71.6% | +68.2% |
| YTD | +77.1% | +41.3% | +35.8% | +56.4% |
| 1Y | +79.3% | +20.7% | +58.6% | +68.0% |
| All | +79.3% | +16.9% | +62.5% | +68.0% |
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