+2.3%
IP vs FROG
+83.7%
-81.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | +3.4% | -14.1% | +17.5% | +3.3% |
| 30D | +11.2% | -11.8% | +23.0% | +11.1% |
| 3M | -14.8% | +0.1% | -14.9% | -14.7% |
| 6M | +17.3% | +64.2% | -46.9% | +16.7% |
| YTD | -6.2% | +38.2% | -44.4% | -5.4% |
| 1Y | +2.3% | +85.4% | -83.1% | -1.6% |
| All | +2.3% | +83.7% | -81.4% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling