+69.8%
IBIT vs FROG
+160.7%
-90.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.0% |
| 7D | +3.0% | -11.3% | +14.3% | +4.6% |
| 30D | +23.1% | +3.6% | +19.5% | +22.3% |
| 3M | +25.6% | +1.7% | +23.9% | +24.6% |
| 6M | +9.1% | +123.5% | -114.4% | -3.9% |
| YTD | -8.9% | +40.2% | -49.2% | -14.9% |
| 1Y | -27.5% | +81.0% | -108.4% | -35.1% |
| All | +69.8% | +160.7% | -90.9% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling