+21.6%
FROG vs IAG
+20.8%
+0.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +7.2% | +28.1% | +32.6% |
| 7D | +7.0% | +21.4% | -14.4% | +2.6% |
| 30D | +2.9% | +4.0% | -1.2% | +2.3% |
| 3M | +21.6% | +17.0% | +4.6% | +13.8% |
| All | +21.6% | +20.8% | +0.8% | +13.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling