-0.8%
IP vs FROG
+118.5%
-119.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +35.3% | -34.5% | +0.8% |
| 7D | -5.1% | +7.0% | -12.0% | -5.2% |
| 30D | +8.5% | +2.9% | +5.6% | +8.3% |
| 3M | -13.8% | +21.6% | -35.4% | -13.8% |
| 6M | +5.7% | +87.7% | -81.9% | +5.2% |
| YTD | -9.1% | +61.7% | -70.8% | -8.4% |
| 1Y | -0.8% | +113.7% | -114.5% | -4.3% |
| All | -0.8% | +118.5% | -119.3% | -4.3% |
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 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