+293.0%
IBKR vs FROG
+218.8%
+74.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.4% |
| 7D | -1.3% | -0.5% | -0.9% | -1.3% |
| 30D | -0.2% | +1.3% | -1.6% | -0.6% |
| 3M | +3.0% | +11.1% | -8.1% | +0.7% |
| 6M | +33.9% | +108.3% | -74.5% | +17.1% |
| YTD | +42.5% | +39.6% | +2.9% | +31.3% |
| 1Y | +44.9% | +74.7% | -29.9% | +27.4% |
| 3Y | +293.0% | +224.1% | +68.9% | +199.1% |
| All | +293.0% | +218.8% | +74.2% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling