+30.8%
IYR vs FROG
+202.6%
-171.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.4% | -5.5% | +5.1% | -0.1% |
| 30D | -2.5% | -3.1% | +0.6% | -2.5% |
| 3M | +1.5% | +1.2% | +0.2% | +1.1% |
| 6M | +3.9% | +113.7% | -109.8% | -1.3% |
| YTD | +9.5% | +38.9% | -29.3% | +6.7% |
| 1Y | +7.5% | +72.0% | -64.5% | +2.3% |
| 3Y | +30.8% | +217.1% | -186.3% | +6.8% |
| All | +30.8% | +202.6% | -171.8% | +6.8% |
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