+12.2%
IEMG vs FROG
+85.3%
-73.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +2.7% | +12.5% | -9.8% | +1.9% |
| 30D | -5.7% | +23.5% | -29.2% | -7.3% |
| 3M | -8.8% | +19.4% | -28.2% | -10.2% |
| 6M | -8.9% | +77.0% | -85.9% | -11.5% |
| YTD | +11.2% | +81.9% | -70.7% | +6.9% |
| 1Y | +12.2% | +90.7% | -78.5% | +7.4% |
| All | +12.2% | +85.3% | -73.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling