+115.5%
IBM vs FROG
+129.7%
-14.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | -0.3% | -11.3% | +11.0% | +0.7% |
| 30D | +0.3% | +3.6% | -3.4% | -0.2% |
| 3M | -21.6% | +1.7% | -23.3% | -22.0% |
| 6M | -4.7% | +123.5% | -128.2% | -10.8% |
| YTD | -19.1% | +40.2% | -59.3% | -22.5% |
| 1Y | -2.5% | +81.0% | -83.5% | -8.5% |
| 3Y | +74.2% | +194.8% | -120.6% | +55.5% |
| All | +115.5% | +129.7% | -14.2% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling