+24.0%
IJR vs FROG
+83.7%
-59.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.5% |
| 7D | -0.2% | -11.3% | +11.1% | +0.4% |
| 30D | -2.4% | +3.6% | -6.1% | -2.6% |
| 3M | +3.9% | +1.7% | +2.3% | +3.7% |
| 6M | +12.4% | +123.5% | -111.1% | +7.5% |
| YTD | +21.5% | +40.2% | -18.8% | +18.6% |
| 1Y | +24.0% | +81.0% | -57.0% | +18.4% |
| All | +24.0% | +83.7% | -59.7% | +18.4% |
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 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