-12.3%
IEF vs FROG
+24.4%
-36.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -1.2% | -2.2% | +1.0% | -1.2% |
| 30D | -1.5% | +3.0% | -4.4% | -1.5% |
| 3M | -1.7% | +10.3% | -12.0% | -1.8% |
| 6M | -3.5% | +116.7% | -120.2% | -4.3% |
| YTD | -2.6% | +41.9% | -44.6% | -3.1% |
| 1Y | -2.4% | +78.5% | -80.9% | -3.2% |
| 3Y | +8.9% | +224.1% | -215.2% | +6.8% |
| 5Y | -9.2% | +142.4% | -151.7% | -11.1% |
| All | -12.3% | +24.4% | -36.6% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling