+83.0%
IEMG vs FROG
+21.7%
+61.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.8% | -5.5% | +8.3% | +3.3% |
| 30D | +4.6% | -3.1% | +7.8% | +4.8% |
| 3M | +5.5% | +1.2% | +4.3% | +4.9% |
| 6M | +19.7% | +113.7% | -94.0% | +10.1% |
| YTD | +25.5% | +38.9% | -13.3% | +19.5% |
| 1Y | +35.5% | +72.0% | -36.5% | +25.4% |
| 3Y | +88.0% | +217.1% | -129.1% | +56.3% |
| 5Y | +50.6% | +130.6% | -80.0% | +24.6% |
| All | +83.0% | +21.7% | +61.3% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling