+35.2%
FROG vs IOVA
-75.6%
+110.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.4% | -3.4% |
| 7D | -11.3% | +9.7% | -21.0% | -12.3% |
| 30D | +3.6% | +102.5% | -98.9% | -6.1% |
| 3M | +1.7% | +100.7% | -99.0% | -8.4% |
| 6M | +123.5% | +106.3% | +17.2% | +97.8% |
| YTD | +40.2% | +222.0% | -181.7% | +15.9% |
| 1Y | +81.0% | +299.5% | -218.6% | +43.5% |
| 3Y | +194.8% | +42.9% | +151.8% | +131.3% |
| 5Y | +131.8% | -65.0% | +196.8% | +119.8% |
| All | +35.2% | -75.6% | +110.8% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling