+33.9%
FROG vs IOVA
-75.9%
+109.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -5.5% | +5.1% | -10.6% | -6.1% |
| 30D | -3.1% | +37.2% | -40.3% | -7.1% |
| 3M | +1.2% | +117.5% | -116.3% | -9.7% |
| 6M | +113.7% | +69.6% | +44.1% | +94.1% |
| YTD | +38.9% | +218.7% | -179.8% | +14.8% |
| 1Y | +72.0% | +265.5% | -193.6% | +38.0% |
| 3Y | +217.1% | +46.2% | +170.9% | +147.5% |
| 5Y | +130.6% | -63.2% | +193.8% | +115.9% |
| All | +33.9% | -75.9% | +109.7% | +35.5% |
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