+113.3%
IJH vs FROG
+22.3%
+91.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.0% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -4.6% | +1.3% | -6.0% | -5.0% |
| 3M | -1.2% | +11.1% | -12.2% | -3.0% |
| 6M | +9.4% | +108.3% | -98.9% | -1.5% |
| YTD | +13.3% | +39.6% | -26.2% | +6.3% |
| 1Y | +13.4% | +74.7% | -61.4% | +2.4% |
| 3Y | +50.4% | +224.1% | -173.6% | +19.9% |
| 5Y | +49.0% | +138.4% | -89.4% | +16.6% |
| All | +113.3% | +22.3% | +91.0% | +70.9% |
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