+62.6%
IOT vs FROG
+198.5%
-135.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +2.8% | -5.5% | +8.3% | +5.5% |
| 30D | -1.8% | -3.1% | +1.3% | -1.0% |
| 3M | +17.9% | +1.2% | +16.6% | +14.6% |
| 6M | +13.5% | +113.7% | -100.1% | -26.2% |
| YTD | +13.3% | +38.9% | -25.6% | -11.0% |
| 1Y | -3.3% | +72.0% | -75.3% | -34.1% |
| 3Y | +31.3% | +217.1% | -185.8% | -49.4% |
| All | +62.6% | +198.5% | -135.9% | -39.8% |
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