-8.3%
IEF vs FROG
+125.4%
-133.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.1% | -5.5% | +5.6% | +0.1% |
| 30D | -0.7% | -3.1% | +2.4% | -0.7% |
| 3M | -0.4% | +1.2% | -1.7% | -0.5% |
| 6M | -2.5% | +113.7% | -116.2% | -3.3% |
| YTD | -1.6% | +38.9% | -40.4% | -2.1% |
| 1Y | -1.3% | +72.0% | -73.3% | -2.1% |
| 3Y | +10.1% | +217.1% | -207.0% | +7.7% |
| 5Y | -8.3% | +130.6% | -138.9% | -10.5% |
| All | -8.3% | +125.4% | -133.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling