+267.7%
FROG vs IBN
+51.2%
+216.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +4.2% | +31.1% | +34.8% |
| 7D | +7.0% | +15.1% | -8.1% | +6.1% |
| 30D | +2.9% | +21.6% | -18.8% | +1.2% |
| 3M | +21.6% | +11.2% | +10.4% | +20.8% |
| 6M | +87.7% | +27.8% | +59.9% | +83.9% |
| YTD | +61.7% | +14.7% | +47.0% | +60.3% |
| 1Y | +113.7% | +14.4% | +99.3% | +112.0% |
| 3Y | +267.7% | +52.1% | +215.6% | +238.1% |
| All | +267.7% | +51.2% | +216.5% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling