-7.0%
IBM vs FROG
+73.6%
-80.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.3% | -5.5% | +5.8% | +1.0% |
| 30D | -1.5% | -3.1% | +1.6% | -1.3% |
| 3M | -16.8% | +1.2% | -18.0% | -17.2% |
| 6M | -9.0% | +113.7% | -122.7% | -14.9% |
| YTD | -20.1% | +38.9% | -58.9% | -25.9% |
| 1Y | -7.0% | +72.0% | -79.0% | -12.3% |
| All | -7.0% | +73.6% | -80.6% | -12.3% |
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 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