+12.8%
IP vs FROG
+59.4%
-46.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.3% |
| 7D | -0.3% | +12.5% | -12.8% | -0.9% |
| 30D | +7.9% | +23.5% | -15.6% | +6.5% |
| 3M | -15.3% | +19.4% | -34.7% | -16.4% |
| 6M | +10.5% | +77.0% | -66.5% | +6.4% |
| YTD | -9.4% | +81.9% | -91.3% | -13.5% |
| 1Y | -4.6% | +90.7% | -95.3% | -9.3% |
| 3Y | +21.2% | +328.5% | -307.3% | +7.5% |
| 5Y | -13.3% | +207.0% | -220.3% | -25.6% |
| All | +12.8% | +59.4% | -46.6% | -3.3% |
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