+16.8%
IP vs FROG
+21.1%
-4.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | +3.4% | -14.1% | +17.5% | +4.1% |
| 30D | +11.2% | -11.8% | +23.0% | +11.7% |
| 3M | -14.8% | +0.1% | -14.9% | -15.1% |
| 6M | +17.3% | +64.2% | -46.9% | +13.2% |
| YTD | -6.2% | +38.2% | -44.4% | -9.0% |
| 1Y | +2.3% | +85.4% | -83.1% | -3.1% |
| 3Y | +17.7% | +221.8% | -204.1% | +6.0% |
| 5Y | -8.4% | +143.6% | -152.0% | -20.1% |
| All | +16.8% | +21.1% | -4.3% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling