+67.0%
ICE vs FROG
+22.5%
+44.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -0.9% | -4.8% | +4.0% | -0.5% |
| 30D | +4.0% | -0.9% | +4.9% | +3.9% |
| 3M | +11.0% | +7.5% | +3.5% | +10.0% |
| 6M | -5.0% | +107.0% | -112.0% | -11.0% |
| YTD | -2.7% | +39.8% | -42.5% | -6.6% |
| 1Y | -8.6% | +74.8% | -83.4% | -14.3% |
| 3Y | +41.4% | +219.3% | -177.9% | +21.8% |
| 5Y | +39.9% | +133.0% | -93.1% | +18.1% |
| All | +67.0% | +22.5% | +44.5% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling