+47.0%
IEMG vs FROG
+136.2%
-89.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | +2.1% | +3.0% | -0.8% | +1.6% |
| 3M | +4.6% | +10.3% | -5.7% | +3.1% |
| 6M | +14.0% | +116.7% | -102.7% | +4.4% |
| YTD | +22.3% | +41.9% | -19.6% | +16.1% |
| 1Y | +30.7% | +78.5% | -47.8% | +20.0% |
| 3Y | +83.2% | +224.1% | -140.9% | +48.8% |
| 5Y | +47.0% | +142.4% | -95.4% | +20.1% |
| All | +47.0% | +136.2% | -89.2% | +20.1% |
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