+65.6%
IGV vs FROG
+45.3%
+20.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | -2.3% | +17.0% | -19.3% | -7.6% |
| 30D | -11.0% | +1.3% | -12.2% | -12.8% |
| 3M | -4.5% | +17.5% | -21.9% | -10.4% |
| 6M | +10.1% | +46.8% | -36.7% | -3.0% |
| YTD | -5.1% | +65.8% | -70.8% | -21.2% |
| 1Y | -10.2% | +61.0% | -71.2% | -25.0% |
| 3Y | +37.7% | +296.7% | -259.0% | -17.0% |
| 5Y | +15.7% | +177.8% | -162.2% | -29.6% |
| All | +65.6% | +45.3% | +20.3% | +7.9% |
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