+82.7%
IREN vs FROG
+138.2%
-55.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.3% | +10.6% | +8.8% |
| 7D | +26.0% | -11.3% | +37.3% | +32.9% |
| 30D | +14.9% | +3.6% | +11.2% | +12.0% |
| 3M | -27.8% | +1.7% | -29.4% | -29.0% |
| 6M | +1.9% | +123.5% | -121.6% | -34.0% |
| YTD | +18.3% | +40.2% | -22.0% | -7.4% |
| 1Y | +71.0% | +81.0% | -10.0% | +10.3% |
| 3Y | +882.0% | +194.8% | +687.2% | +288.9% |
| All | +82.7% | +138.2% | -55.5% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling