+24.4%
IOT vs FROG
+218.8%
-194.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -2.4% | +1.3% | -3.8% | -3.3% |
| 3M | +19.0% | +11.1% | +7.9% | +13.6% |
| 6M | +19.6% | +108.3% | -88.7% | -8.4% |
| YTD | +8.3% | +39.6% | -31.3% | -7.1% |
| 1Y | -0.8% | +74.7% | -75.5% | -21.9% |
| 3Y | +24.4% | +224.1% | -199.7% | -26.9% |
| All | +24.4% | +218.8% | -194.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling