+33.9%
FROG vs IFF
-19.3%
+53.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +1.2% | +18.6% | -17.3% | -4.1% |
| 6M | +113.7% | +17.4% | +96.3% | +100.9% |
| YTD | +38.9% | +28.5% | +10.4% | +26.3% |
| 1Y | +72.0% | +32.5% | +39.5% | +54.1% |
| 3Y | +217.1% | +34.1% | +183.1% | +174.2% |
| 5Y | +130.6% | -35.2% | +165.8% | +143.2% |
| All | +33.9% | -19.3% | +53.2% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling