+215.5%
FROG vs IFF
-39.2%
+254.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | +12.5% | -1.8% | +14.3% | +13.1% |
| 30D | +23.5% | -9.4% | +33.0% | +26.4% |
| 3M | +19.4% | -3.0% | +22.4% | +19.3% |
| 6M | +77.0% | +5.8% | +71.2% | +70.4% |
| YTD | +81.9% | +22.4% | +59.5% | +63.3% |
| 1Y | +90.7% | +23.0% | +67.6% | +70.5% |
| 3Y | +328.5% | +21.8% | +306.8% | +265.1% |
| All | +215.5% | -39.2% | +254.6% | +297.8% |
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