+55.7%
ITW vs FROG
+22.9%
+32.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.4% |
| 7D | -3.6% | -11.3% | +7.7% | -3.1% |
| 30D | -9.1% | +3.6% | -12.8% | -9.4% |
| 3M | +8.2% | +1.7% | +6.5% | +7.9% |
| 6M | -4.8% | +123.5% | -128.3% | -8.9% |
| YTD | +11.0% | +40.2% | -29.2% | +8.4% |
| 1Y | +4.2% | +81.0% | -76.7% | -0.2% |
| 3Y | +17.3% | +194.8% | -177.5% | +6.7% |
| 5Y | +33.0% | +131.8% | -98.8% | +18.1% |
| All | +55.7% | +22.9% | +32.8% | +40.1% |
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