+62.1%
IEMG vs FROG
+59.4%
+2.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +2.7% | +12.5% | -9.8% | +1.5% |
| 30D | -5.7% | +23.5% | -29.2% | -8.2% |
| 3M | -8.8% | +19.4% | -28.2% | -11.1% |
| 6M | -8.9% | +77.0% | -85.9% | -14.9% |
| YTD | +11.2% | +81.9% | -70.7% | +2.4% |
| 1Y | +12.2% | +90.7% | -78.5% | +2.7% |
| 3Y | +68.5% | +328.5% | -260.0% | +35.3% |
| 5Y | +34.3% | +207.0% | -172.7% | +7.5% |
| All | +62.1% | +59.4% | +2.7% | +33.7% |
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