+130.6%
FROG vs IAG
+766.8%
-636.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -5.5% | +4.3% | -9.8% | -6.1% |
| 30D | -3.1% | +9.8% | -12.9% | -4.4% |
| 3M | +1.2% | +28.9% | -27.7% | -2.5% |
| 6M | +113.7% | -7.6% | +121.3% | +113.4% |
| YTD | +38.9% | +22.0% | +16.9% | +33.0% |
| 1Y | +72.0% | +99.5% | -27.5% | +54.2% |
| 3Y | +217.1% | +818.3% | -601.2% | +123.3% |
| 5Y | +130.6% | +785.9% | -655.3% | +52.1% |
| All | +130.6% | +766.8% | -636.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling