+51.6%
IBIT vs FROG
+229.2%
-177.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.4% | -4.6% |
| 7D | -6.2% | +48.2% | -54.4% | -11.1% |
| 30D | -14.4% | +11.4% | -25.8% | -16.0% |
| 3M | +12.5% | +28.5% | -16.1% | +7.9% |
| 6M | -11.9% | +63.7% | -75.6% | -18.5% |
| YTD | -18.7% | +77.1% | -95.8% | -26.8% |
| 1Y | -29.9% | +79.3% | -109.3% | -37.0% |
| All | +51.6% | +229.2% | -177.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling