+116.0%
IJH vs FROG
+21.7%
+94.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | +1.0% | -5.5% | +6.5% | +1.7% |
| 30D | -3.1% | -3.1% | 0.0% | -3.0% |
| 3M | +1.9% | +1.2% | +0.7% | +1.2% |
| 6M | +11.0% | +113.7% | -102.7% | -0.4% |
| YTD | +14.7% | +38.9% | -24.1% | +7.7% |
| 1Y | +15.6% | +72.0% | -56.4% | +4.6% |
| 3Y | +52.5% | +217.1% | -164.6% | +22.0% |
| 5Y | +49.1% | +130.6% | -81.5% | +16.9% |
| All | +116.0% | +21.7% | +94.3% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling