+114.2%
IJR vs FROG
+22.3%
+91.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -4.6% | +1.3% | -5.9% | -5.0% |
| 3M | +0.2% | +11.1% | -10.9% | -1.7% |
| 6M | +14.7% | +108.3% | -93.6% | +2.8% |
| YTD | +18.9% | +39.6% | -20.7% | +11.1% |
| 1Y | +19.9% | +74.7% | -54.8% | +7.9% |
| 3Y | +53.0% | +224.1% | -171.1% | +21.1% |
| 5Y | +40.9% | +138.4% | -97.5% | +9.7% |
| All | +114.2% | +22.3% | +91.9% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling