+68.2%
FROG vs IOVA
+237.6%
-169.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +7.0% |
| 7D | +27.1% | +1.9% | +25.2% | +27.2% |
| 30D | +5.8% | -44.1% | +49.9% | +9.7% |
| 3M | +20.8% | +28.9% | -8.0% | +19.4% |
| 6M | +53.3% | +125.7% | -72.4% | +44.2% |
| YTD | +73.2% | +199.3% | -126.1% | +50.2% |
| All | +68.2% | +237.6% | -169.4% | +45.2% |
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 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