+80.5%
IEMG vs FROG
+22.3%
+58.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +1.9% | +1.3% | +0.6% | +1.6% |
| 3M | +1.4% | +11.1% | -9.7% | 0.0% |
| 6M | +15.2% | +108.3% | -93.1% | +6.2% |
| YTD | +23.8% | +39.6% | -15.8% | +17.8% |
| 1Y | +30.7% | +74.7% | -44.1% | +20.7% |
| 3Y | +83.3% | +224.1% | -140.8% | +52.0% |
| 5Y | +48.8% | +138.4% | -89.6% | +22.7% |
| All | +80.5% | +22.3% | +58.2% | +53.9% |
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