+137.5%
FROG vs IFF
-35.8%
+173.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.5% |
| 30D | +1.3% | -0.3% | +1.6% | +1.3% |
| 3M | +11.1% | +8.4% | +2.6% | +7.7% |
| 6M | +108.3% | +23.0% | +85.3% | +90.7% |
| YTD | +39.6% | +25.5% | +14.1% | +25.9% |
| 1Y | +74.7% | +29.1% | +45.7% | +55.1% |
| 3Y | +224.1% | +31.7% | +192.4% | +171.5% |
| All | +137.5% | -35.8% | +173.3% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling