+267.7%
FROG vs IOVA
+85.3%
+182.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +3.9% | +31.4% | +35.0% |
| 7D | +7.0% | -5.2% | +12.2% | +7.5% |
| 30D | +2.9% | -37.8% | +40.7% | +5.6% |
| 3M | +21.6% | +29.5% | -7.9% | +19.4% |
| 6M | +87.7% | +96.6% | -8.9% | +78.0% |
| YTD | +61.7% | +194.5% | -132.8% | +48.0% |
| 1Y | +113.7% | +248.1% | -134.4% | +93.5% |
| 3Y | +267.7% | +86.1% | +181.6% | +253.7% |
| All | +267.7% | +85.3% | +182.5% | +253.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling