-10.2%
IGV vs FROG
+70.9%
-81.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.1% |
| 7D | -2.3% | +17.0% | -19.3% | -6.5% |
| 30D | -11.0% | +1.3% | -12.2% | -11.6% |
| 3M | -4.5% | +17.5% | -21.9% | -9.2% |
| 6M | +10.1% | +46.8% | -36.7% | -1.3% |
| YTD | -5.1% | +65.8% | -70.8% | -18.3% |
| 1Y | -10.2% | +61.0% | -71.2% | -22.1% |
| All | -10.2% | +70.9% | -81.2% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling