-63.7%
IREN vs FROG
+72.4%
-136.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.1% | +3.3% |
| 7D | -4.0% | +26.8% | -30.8% | -13.3% |
| 30D | -40.1% | +10.6% | -50.7% | -43.3% |
| 3M | -47.6% | +27.2% | -74.8% | -52.5% |
| 6M | -62.2% | +58.7% | -120.9% | -67.5% |
| YTD | -44.8% | +75.3% | -120.2% | -55.7% |
| 1Y | -63.7% | +71.1% | -134.8% | -69.9% |
| All | -63.7% | +72.4% | -136.1% | -69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling