-0.4%
IEF vs FROG
+83.7%
-84.1%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -0.3% | -11.3% | +11.0% | -0.2% |
| 30D | -0.8% | +3.6% | -4.4% | -0.8% |
| 3M | -1.0% | +1.7% | -2.6% | -1.0% |
| 6M | -2.8% | +123.5% | -126.3% | -3.1% |
| YTD | -1.5% | +40.2% | -41.7% | -1.7% |
| 1Y | -0.4% | +81.0% | -81.4% | -0.6% |
| All | -0.4% | +83.7% | -84.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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