+35.2%
FROG vs IRM
+414.4%
-379.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -5.0% | -3.9% |
| 7D | -11.3% | -0.5% | -10.8% | -11.2% |
| 30D | +3.6% | -8.1% | +11.7% | +6.8% |
| 3M | +1.7% | -9.7% | +11.3% | +5.2% |
| 6M | +123.5% | +10.0% | +113.5% | +114.4% |
| YTD | +40.2% | +43.0% | -2.7% | +21.4% |
| 1Y | +81.0% | +32.7% | +48.3% | +60.8% |
| 3Y | +194.8% | +102.7% | +92.0% | +110.2% |
| 5Y | +131.8% | +187.6% | -55.8% | +44.3% |
| All | +35.2% | +414.4% | -379.1% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling