+81.0%
FROG vs IFF
+34.4%
+46.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.3% | -1.8% | -9.5% | -11.3% |
| 30D | +3.6% | -2.0% | +5.6% | +3.5% |
| 3M | +1.7% | +18.5% | -16.9% | +2.4% |
| 6M | +123.5% | +11.7% | +111.9% | +123.1% |
| YTD | +40.2% | +29.6% | +10.7% | +40.7% |
| 1Y | +81.0% | +35.0% | +46.0% | +84.6% |
| All | +81.0% | +34.4% | +46.6% | +84.6% |
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