+22.0%
IGV vs FROG
+125.4%
-103.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -3.3% | -5.5% | +2.2% | -1.8% |
| 30D | 0.0% | -3.1% | +3.1% | +0.6% |
| 3M | +7.3% | +1.2% | +6.1% | +6.1% |
| 6M | +16.7% | +113.7% | -97.0% | -7.5% |
| YTD | -2.8% | +38.9% | -41.7% | -14.7% |
| 1Y | -6.7% | +72.0% | -78.7% | -24.0% |
| 3Y | +41.1% | +217.1% | -176.0% | -14.0% |
| 5Y | +22.0% | +130.6% | -108.6% | -24.4% |
| All | +22.0% | +125.4% | -103.4% | -24.4% |
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