+33.9%
FROG vs IBN
+201.0%
-167.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -5.5% | -2.2% | -3.3% | -4.9% |
| 30D | -3.1% | -2.3% | -0.8% | -2.6% |
| 3M | +1.2% | +15.9% | -14.6% | -2.7% |
| 6M | +113.7% | +5.6% | +108.1% | +110.0% |
| YTD | +38.9% | -0.1% | +38.9% | +38.2% |
| 1Y | +72.0% | -6.5% | +78.5% | +74.2% |
| 3Y | +217.1% | +29.3% | +187.8% | +185.1% |
| 5Y | +130.6% | +56.6% | +74.0% | +93.7% |
| All | +33.9% | +201.0% | -167.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling