+65.3%
IQV vs FROG
+22.9%
+42.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +2.3% | -11.3% | +13.6% | +3.9% |
| 30D | +13.4% | +3.6% | +9.8% | +12.5% |
| 3M | +43.3% | +1.7% | +41.6% | +41.7% |
| 6M | +50.5% | +123.5% | -73.0% | +31.4% |
| YTD | +18.8% | +40.2% | -21.5% | +10.0% |
| 1Y | +45.5% | +81.0% | -35.5% | +28.7% |
| 3Y | +19.4% | +194.8% | -175.4% | -6.9% |
| 5Y | +1.7% | +131.8% | -130.1% | -23.8% |
| All | +65.3% | +22.9% | +42.4% | +27.0% |
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