+58.9%
IBIT vs FROG
+222.0%
-163.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -2.1% |
| 7D | -2.4% | +27.1% | -29.5% | -5.7% |
| 30D | -9.1% | +5.8% | -14.9% | -10.3% |
| 3M | +15.0% | +20.8% | -5.8% | +11.2% |
| 6M | -6.9% | +53.3% | -60.2% | -13.2% |
| YTD | -14.8% | +73.2% | -88.0% | -23.0% |
| 1Y | -28.1% | +80.3% | -108.4% | -35.5% |
| All | +58.9% | +222.0% | -163.0% | +22.3% |
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