+35.2%
FROG vs IAG
+374.1%
-338.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.1% |
| 7D | -11.3% | -0.5% | -10.7% | -11.2% |
| 30D | +3.6% | +28.9% | -25.2% | +0.4% |
| 3M | +1.7% | +19.1% | -17.5% | -0.9% |
| 6M | +123.5% | -10.3% | +133.8% | +123.9% |
| YTD | +40.2% | +24.2% | +16.1% | +34.6% |
| 1Y | +81.0% | +116.5% | -35.5% | +62.7% |
| 3Y | +194.8% | +742.8% | -548.0% | +119.7% |
| 5Y | +131.8% | +753.3% | -621.5% | +63.0% |
| All | +35.2% | +374.1% | -338.9% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling