+58.8%
IQV vs FROG
+24.4%
+34.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -5.3% | -2.2% | -3.1% | -5.0% |
| 30D | +5.5% | +3.0% | +2.6% | +4.8% |
| 3M | +41.2% | +10.3% | +30.9% | +38.1% |
| 6M | +50.5% | +116.7% | -66.2% | +32.0% |
| YTD | +14.1% | +41.9% | -27.8% | +5.5% |
| 1Y | +39.9% | +78.5% | -38.6% | +24.1% |
| 3Y | +20.5% | +224.1% | -203.6% | -7.4% |
| 5Y | -1.2% | +142.4% | -143.6% | -26.3% |
| All | +58.8% | +24.4% | +34.4% | +21.8% |
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 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