+215.5%
FROG vs IOVA
-63.3%
+278.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.5% |
| 7D | +12.5% | -3.5% | +16.0% | +12.9% |
| 30D | +23.5% | -45.4% | +68.9% | +30.6% |
| 3M | +19.4% | +19.0% | +0.4% | +15.8% |
| 6M | +77.0% | +112.0% | -35.0% | +58.7% |
| YTD | +81.9% | +184.2% | -102.4% | +54.8% |
| 1Y | +90.7% | +222.0% | -131.3% | +59.5% |
| 3Y | +328.5% | +92.6% | +236.0% | +228.8% |
| All | +215.5% | -63.3% | +278.7% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling