+84.8%
IEMG vs FROG
+219.3%
-134.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +1.6% | -4.8% | +6.4% | +1.9% |
| 30D | +4.6% | -0.9% | +5.6% | +4.6% |
| 3M | +4.8% | +7.5% | -2.6% | +4.0% |
| 6M | +16.8% | +107.0% | -90.2% | +10.8% |
| YTD | +24.8% | +39.8% | -15.0% | +20.9% |
| 1Y | +34.3% | +74.8% | -40.5% | +27.3% |
| All | +84.8% | +219.3% | -134.5% | +59.0% |
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