+201.1%
FROG vs IBB
+64.8%
+136.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -11.3% | +1.4% | -12.7% | -12.0% |
| 30D | +3.6% | +10.5% | -6.8% | -2.1% |
| 3M | +1.7% | +23.6% | -22.0% | -9.5% |
| 6M | +123.5% | +22.6% | +100.9% | +98.4% |
| YTD | +40.2% | +25.7% | +14.6% | +22.3% |
| 1Y | +81.0% | +51.4% | +29.6% | +39.6% |
| All | +201.1% | +64.8% | +136.3% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling