+34.8%
FROG vs IAG
+375.5%
-340.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.4% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -0.9% | +11.4% | -12.4% | -2.3% |
| 3M | +7.5% | +33.0% | -25.6% | +3.5% |
| 6M | +107.0% | -6.0% | +113.0% | +106.3% |
| YTD | +39.8% | +24.6% | +15.2% | +34.1% |
| 1Y | +74.8% | +105.0% | -30.2% | +58.0% |
| 3Y | +219.3% | +837.9% | -618.6% | +134.9% |
| 5Y | +133.0% | +817.0% | -684.0% | +63.6% |
| All | +34.8% | +375.5% | -340.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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