+2.4%
IQV vs FROG
+136.9%
-134.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | -2.2% | -0.5% | -1.8% | -2.2% |
| 30D | +8.3% | +1.3% | +7.0% | +7.7% |
| 3M | +44.6% | +11.1% | +33.5% | +40.6% |
| 6M | +52.6% | +108.3% | -55.8% | +31.8% |
| YTD | +16.1% | +39.6% | -23.4% | +6.3% |
| 1Y | +37.3% | +74.7% | -37.5% | +19.7% |
| 3Y | +21.6% | +224.1% | -202.5% | -12.9% |
| All | +2.4% | +136.9% | -134.5% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling