+10.0%
IEF vs FROG
+219.3%
-209.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -0.3% | -4.8% | +4.5% | -0.3% |
| 30D | -0.6% | -0.9% | +0.4% | -0.6% |
| 3M | -1.0% | +7.5% | -8.4% | -1.0% |
| 6M | -3.1% | +107.0% | -110.1% | -3.5% |
| YTD | -1.9% | +39.8% | -41.7% | -2.1% |
| 1Y | -1.4% | +74.8% | -76.2% | -1.8% |
| All | +10.0% | +219.3% | -209.3% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling