+72.6%
IGV vs FROG
+22.9%
+49.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.4% |
| 7D | -4.5% | -11.3% | +6.8% | -1.5% |
| 30D | +3.2% | +3.6% | -0.4% | +2.0% |
| 3M | +4.5% | +1.7% | +2.9% | +3.3% |
| 6M | +22.1% | +123.5% | -101.4% | -2.6% |
| YTD | -1.0% | +40.2% | -41.3% | -12.5% |
| 1Y | -2.1% | +81.0% | -83.1% | -20.0% |
| 3Y | +44.6% | +194.8% | -150.2% | -4.0% |
| 5Y | +22.2% | +131.8% | -109.7% | -20.9% |
| All | +72.6% | +22.9% | +49.7% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling