+67.0%
IGV vs FROG
+59.4%
+7.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | +2.3% | +12.5% | -10.2% | -0.7% |
| 30D | -6.0% | +23.5% | -29.5% | -12.6% |
| 3M | -4.8% | +19.4% | -24.2% | -10.9% |
| 6M | +14.2% | +77.0% | -62.8% | -4.0% |
| YTD | -4.2% | +81.9% | -86.1% | -22.3% |
| 1Y | -5.3% | +90.7% | -95.9% | -24.3% |
| 3Y | +38.8% | +328.5% | -289.7% | -17.9% |
| 5Y | +14.2% | +207.0% | -192.8% | -32.2% |
| All | +67.0% | +59.4% | +7.6% | +6.3% |
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