+167.4%
FROG vs IRM
+168.2%
-0.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.0% | +34.4% | +34.9% |
| 7D | +7.0% | -8.6% | +15.6% | +11.7% |
| 30D | +2.9% | -8.0% | +10.9% | +7.2% |
| 3M | +21.6% | -12.0% | +33.6% | +28.7% |
| 6M | +87.7% | -18.2% | +105.8% | +103.5% |
| YTD | +61.7% | +31.4% | +30.3% | +42.1% |
| 1Y | +113.7% | +9.2% | +104.5% | +103.4% |
| 3Y | +267.7% | +94.6% | +173.2% | +142.3% |
| All | +167.4% | +168.2% | -0.8% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling