+61.0%
FROG vs IBN
+16.2%
+44.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.3% |
| 7D | +17.0% | +15.8% | +1.3% | +19.7% |
| 30D | +1.3% | +25.1% | -23.8% | +4.2% |
| 3M | +17.5% | +16.0% | +1.5% | +20.2% |
| 6M | +46.8% | +32.8% | +14.0% | +54.2% |
| YTD | +65.8% | +18.0% | +47.8% | +68.4% |
| 1Y | +61.0% | +15.9% | +45.1% | +63.4% |
| All | +61.0% | +16.2% | +44.8% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling