+41.8%
IYR vs FROG
+335.2%
-293.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | +0.6% | +12.5% | -11.9% | +0.3% |
| 30D | +6.6% | +23.5% | -17.0% | +5.8% |
| 3M | -1.8% | +19.4% | -21.2% | -2.5% |
| 6M | +1.4% | +77.0% | -75.6% | -1.1% |
| YTD | +10.5% | +81.9% | -71.3% | +7.2% |
| 1Y | +10.6% | +90.7% | -80.0% | +6.9% |
| 3Y | +41.8% | +328.5% | -286.7% | +15.4% |
| All | +41.8% | +335.2% | -293.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling