+290.5%
FROG vs IAG
+708.6%
-418.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +7.2% | +28.1% | +34.3% |
| 7D | +7.0% | +21.4% | -14.4% | +4.4% |
| 30D | +2.9% | +4.0% | -1.2% | +2.4% |
| 3M | +21.6% | +17.0% | +4.6% | +18.9% |
| 6M | +87.7% | +1.4% | +86.3% | +85.7% |
| YTD | +61.7% | +13.8% | +47.9% | +56.6% |
| 1Y | +113.7% | +55.8% | +57.9% | +100.2% |
| All | +290.5% | +708.6% | -418.1% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling