+44.7%
IBKR vs FROG
+83.7%
-39.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | 0.0% |
| 7D | -3.3% | -11.3% | +8.0% | -1.8% |
| 30D | +4.5% | +3.6% | +0.8% | +4.0% |
| 3M | +6.5% | +1.7% | +4.8% | +5.9% |
| 6M | +34.2% | +123.5% | -89.3% | +21.4% |
| YTD | +44.5% | +40.2% | +4.2% | +35.1% |
| 1Y | +44.7% | +81.0% | -36.3% | +32.0% |
| All | +44.7% | +83.7% | -39.0% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling