+43.1%
IYR vs FROG
+53.7%
-10.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.6% |
| 7D | -1.2% | +26.8% | -28.0% | -3.1% |
| 30D | +6.1% | +10.6% | -4.5% | +4.9% |
| 3M | +0.9% | +27.2% | -26.3% | -1.5% |
| 6M | +1.2% | +58.7% | -57.5% | -3.4% |
| YTD | +11.1% | +75.3% | -64.2% | +4.2% |
| 1Y | +9.0% | +71.1% | -62.1% | +2.3% |
| 3Y | +41.4% | +319.6% | -278.2% | +17.0% |
| 5Y | +6.7% | +195.7% | -189.0% | -13.2% |
| All | +43.1% | +53.7% | -10.6% | +18.4% |
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