-14.8%
IREN vs FROG
+197.8%
-212.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.1% | +2.8% |
| 7D | -4.0% | +26.8% | -30.8% | -14.9% |
| 30D | -40.1% | +10.6% | -50.7% | -43.0% |
| 3M | -47.6% | +27.2% | -74.8% | -54.1% |
| 6M | -62.2% | +58.7% | -120.9% | -70.6% |
| YTD | -44.8% | +75.3% | -120.2% | -61.5% |
| 1Y | -63.7% | +71.1% | -134.8% | -74.4% |
| 3Y | +604.1% | +319.6% | +284.5% | +124.0% |
| All | -14.8% | +197.8% | -212.6% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling