+35.2%
FROG vs IBN
+208.9%
-173.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -11.3% | +1.4% | -12.7% | -11.6% |
| 30D | +3.6% | -0.3% | +4.0% | +3.7% |
| 3M | +1.7% | +17.1% | -15.4% | -2.6% |
| 6M | +123.5% | +3.4% | +120.1% | +121.0% |
| YTD | +40.2% | +2.5% | +37.7% | +38.6% |
| 1Y | +81.0% | -4.2% | +85.2% | +82.1% |
| 3Y | +194.8% | +32.4% | +162.4% | +163.3% |
| 5Y | +131.8% | +59.2% | +72.6% | +93.6% |
| All | +35.2% | +208.9% | -173.7% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling