+72.0%
FROG vs IOVA
+250.8%
-178.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -5.5% | +5.1% | -10.6% | -5.8% |
| 30D | -3.1% | +37.2% | -40.3% | -5.3% |
| 3M | +1.2% | +117.5% | -116.3% | -5.3% |
| 6M | +113.7% | +69.6% | +44.1% | +103.5% |
| YTD | +38.9% | +218.7% | -179.8% | +19.3% |
| 1Y | +72.0% | +265.5% | -193.6% | +44.2% |
| All | +72.0% | +250.8% | -178.8% | +44.2% |
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