+22.0%
IP vs FROG
+22.9%
-0.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.4% |
| 7D | -5.3% | -11.3% | +6.0% | -4.7% |
| 30D | -10.9% | +3.6% | -14.5% | -11.1% |
| 3M | +11.2% | +1.7% | +9.5% | +10.7% |
| 6M | -10.2% | +123.5% | -133.8% | -15.0% |
| YTD | -2.0% | +40.2% | -42.2% | -4.8% |
| 1Y | -19.1% | +81.0% | -100.1% | -23.1% |
| 3Y | +20.9% | +194.8% | -173.9% | +9.5% |
| 5Y | -17.8% | +131.8% | -149.6% | -28.3% |
| All | +22.0% | +22.9% | -0.9% | +6.4% |
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