+42.8%
IGV vs FROG
+307.0%
-264.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +1.1% |
| 7D | -0.4% | +27.1% | -27.5% | -6.4% |
| 30D | -9.9% | +5.8% | -15.8% | -12.0% |
| 3M | -1.2% | +20.8% | -22.0% | -6.5% |
| 6M | +11.3% | +53.3% | -42.0% | -0.2% |
| YTD | -4.0% | +73.2% | -77.2% | -17.9% |
| 1Y | -7.3% | +80.3% | -87.6% | -21.5% |
| 3Y | +42.8% | +318.3% | -275.6% | -3.7% |
| All | +42.8% | +307.0% | -264.2% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling