+74.8%
FROG vs IAG
+102.4%
-27.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.1% |
| 30D | -0.9% | +11.4% | -12.4% | -3.0% |
| 3M | +7.5% | +33.0% | -25.6% | +1.7% |
| 6M | +107.0% | -6.0% | +113.0% | +106.0% |
| YTD | +39.8% | +24.6% | +15.2% | +30.0% |
| 1Y | +74.8% | +105.0% | -30.2% | +42.8% |
| All | +74.8% | +102.4% | -27.5% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling