+85.4%
FROG vs IFF
+44.8%
+40.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -2.9% |
| 7D | -14.1% | -3.3% | -10.8% | -14.3% |
| 30D | -11.8% | +5.3% | -17.1% | -11.5% |
| 3M | +0.1% | +8.9% | -8.8% | +0.8% |
| 6M | +64.2% | +26.3% | +37.9% | +67.2% |
| YTD | +38.2% | +32.2% | +6.1% | +44.7% |
| 1Y | +85.4% | +45.8% | +39.6% | +108.9% |
| All | +85.4% | +44.8% | +40.6% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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