-12.3%
IP vs FROG
+76.3%
-88.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.6% | +9.6% | -3.1% |
| 7D | -5.0% | -24.5% | +19.5% | -3.3% |
| 30D | +6.5% | -24.3% | +30.8% | +8.3% |
| 3M | -18.0% | -11.7% | -6.3% | -17.8% |
| 6M | +10.3% | +37.1% | -26.8% | +6.1% |
| YTD | -9.9% | +19.5% | -29.4% | -12.9% |
| 1Y | -1.1% | +61.8% | -62.9% | -7.9% |
| 3Y | +13.0% | +178.1% | -165.1% | -3.7% |
| 5Y | -12.3% | +91.2% | -103.5% | -30.3% |
| All | -12.3% | +76.3% | -88.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling