-11.5%
IREN vs FROG
+174.6%
-186.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +35.3% | -15.3% | +2.6% |
| 7D | -9.6% | +7.0% | -16.6% | -12.7% |
| 30D | -44.1% | +2.9% | -47.0% | -44.8% |
| 3M | -42.9% | +21.6% | -64.6% | -48.8% |
| 6M | -64.5% | +87.7% | -152.2% | -74.8% |
| YTD | -42.7% | +61.7% | -104.4% | -58.4% |
| 1Y | -67.7% | +113.7% | -181.4% | -80.8% |
| 3Y | +547.9% | +267.7% | +280.2% | +123.1% |
| All | -11.5% | +174.6% | -186.1% | -66.3% |
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