+59.8%
FROG vs IBN
+255.6%
-195.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.6% |
| 7D | +17.0% | +15.8% | +1.3% | +12.9% |
| 30D | +1.3% | +25.1% | -23.8% | -4.4% |
| 3M | +17.5% | +16.0% | +1.5% | +12.9% |
| 6M | +46.8% | +32.8% | +14.0% | +36.0% |
| YTD | +65.8% | +18.0% | +47.8% | +57.9% |
| 1Y | +61.0% | +15.9% | +45.1% | +54.1% |
| 3Y | +296.7% | +57.6% | +239.1% | +237.6% |
| 5Y | +177.8% | +74.7% | +103.2% | +124.8% |
| All | +59.8% | +255.6% | -195.7% | +25.3% |
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