+117.3%
IJR vs FROG
+21.7%
+95.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | +0.9% | -5.5% | +6.4% | +1.6% |
| 30D | -3.1% | -3.1% | 0.0% | -3.0% |
| 3M | +4.4% | +1.2% | +3.2% | +3.6% |
| 6M | +16.1% | +113.7% | -97.5% | +3.7% |
| YTD | +20.6% | +38.9% | -18.3% | +12.8% |
| 1Y | +22.9% | +72.0% | -49.1% | +10.8% |
| 3Y | +55.2% | +217.1% | -161.9% | +23.2% |
| 5Y | +41.1% | +130.6% | -89.5% | +10.1% |
| All | +117.3% | +21.7% | +95.6% | +73.2% |
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 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