+91.9%
IREN vs FROG
+135.9%
-43.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.5% |
| 7D | +27.5% | -5.5% | +33.0% | +30.6% |
| 30D | +13.8% | -3.1% | +16.9% | +14.5% |
| 3M | -20.7% | +1.2% | -22.0% | -22.0% |
| 6M | +27.9% | +113.7% | -85.8% | -15.1% |
| YTD | +24.3% | +38.9% | -14.6% | -2.3% |
| 1Y | +79.2% | +72.0% | +7.2% | +19.1% |
| 3Y | +904.9% | +217.1% | +687.8% | +276.4% |
| All | +91.9% | +135.9% | -43.9% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling