+13.7%
IGV vs FROG
+182.9%
-169.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +0.7% |
| 7D | -0.4% | +27.1% | -27.5% | -8.3% |
| 30D | -9.9% | +5.8% | -15.8% | -12.9% |
| 3M | -1.2% | +20.8% | -22.0% | -8.4% |
| 6M | +11.3% | +53.3% | -42.0% | -4.1% |
| YTD | -4.0% | +73.2% | -77.2% | -22.5% |
| 1Y | -7.3% | +80.3% | -87.6% | -26.2% |
| 3Y | +42.8% | +318.3% | -275.6% | -22.0% |
| 5Y | +13.7% | +179.9% | -166.2% | -32.2% |
| All | +13.7% | +182.9% | -169.3% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling