+85.4%
FROG vs IOVA
+362.8%
-277.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.3% |
| 7D | -14.1% | -41.3% | +27.2% | -11.5% |
| 30D | -11.8% | -38.5% | +26.7% | -9.4% |
| 3M | +0.1% | +99.5% | -99.4% | -4.4% |
| 6M | +64.2% | +126.0% | -61.8% | +53.9% |
| YTD | +38.2% | +218.7% | -180.4% | +20.6% |
| 1Y | +85.4% | +378.0% | -292.6% | +57.3% |
| All | +85.4% | +362.8% | -277.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling