+13.8%
IP vs FROG
+176.4%
-162.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.6% | +9.6% | -3.4% |
| 7D | -5.0% | -24.5% | +19.5% | -4.0% |
| 30D | +6.5% | -24.3% | +30.8% | +7.5% |
| 3M | -18.0% | -11.7% | -6.3% | -17.9% |
| 6M | +10.3% | +37.1% | -26.8% | +7.4% |
| YTD | -9.9% | +19.5% | -29.4% | -11.7% |
| 1Y | -1.1% | +61.8% | -62.9% | -6.2% |
| All | +13.8% | +176.4% | -162.5% | -0.2% |
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