+21.6%
FROG vs IBB
+10.3%
+11.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.7% | +33.6% | +33.6% |
| 7D | +7.0% | -1.8% | +8.8% | +9.4% |
| 30D | +2.9% | +5.1% | -2.2% | +3.1% |
| 3M | +21.6% | +10.7% | +10.9% | +21.6% |
| All | +21.6% | +10.3% | +11.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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