+87.7%
FROG vs IRM
-18.3%
+106.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.0% | +34.4% | +34.7% |
| 7D | +7.0% | -8.6% | +15.6% | +13.1% |
| 30D | +2.9% | -8.0% | +10.9% | +8.6% |
| 3M | +21.6% | -12.0% | +33.6% | +31.5% |
| 6M | +87.7% | -18.2% | +105.8% | +110.7% |
| All | +87.7% | -18.3% | +106.0% | +110.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling