+71.1%
FROG vs IOVA
+235.7%
-164.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +26.8% | -7.0% | +33.8% | +27.9% |
| 30D | +10.6% | -44.4% | +55.0% | +14.8% |
| 3M | +27.2% | +24.7% | +2.5% | +25.9% |
| 6M | +58.7% | +118.6% | -60.0% | +49.3% |
| YTD | +75.3% | +196.3% | -121.0% | +51.3% |
| 1Y | +71.1% | +205.3% | -134.2% | +49.1% |
| All | +71.1% | +235.7% | -164.6% | +49.1% |
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