+70.7%
FROG vs IOVA
-78.8%
+149.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.7% | +6.7% | +1.7% |
| 7D | +48.2% | -1.4% | +49.6% | +48.6% |
| 30D | +11.4% | -47.4% | +58.8% | +19.3% |
| 3M | +28.5% | +13.2% | +15.3% | +24.5% |
| 6M | +63.7% | +114.3% | -50.6% | +43.6% |
| YTD | +77.1% | +179.5% | -102.4% | +46.8% |
| 1Y | +79.3% | +200.4% | -121.1% | +46.7% |
| 3Y | +323.8% | +92.2% | +231.6% | +210.0% |
| 5Y | +198.9% | -63.8% | +262.7% | +173.8% |
| All | +70.7% | -78.8% | +149.5% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling