+39.4%
IYR vs FROG
+22.5%
+16.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.9% | -4.8% | +3.9% | -0.6% |
| 30D | -2.4% | -0.9% | -1.4% | -2.5% |
| 3M | -2.0% | +7.5% | -9.5% | -3.0% |
| 6M | +2.5% | +107.0% | -104.5% | -4.5% |
| YTD | +8.3% | +39.8% | -31.5% | +3.8% |
| 1Y | +6.5% | +74.8% | -68.4% | -0.7% |
| 3Y | +29.3% | +219.3% | -189.9% | +9.6% |
| 5Y | +5.7% | +133.0% | -127.3% | -12.2% |
| All | +39.4% | +22.5% | +16.9% | +17.9% |
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 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