+143.3%
IVV vs FROG
+59.4%
+83.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +2.6% | +12.5% | -9.9% | +1.3% |
| 30D | -2.0% | +23.5% | -25.5% | -4.8% |
| 3M | -2.8% | +19.4% | -22.2% | -5.5% |
| 6M | +2.2% | +77.0% | -74.8% | -5.4% |
| YTD | +11.5% | +81.9% | -70.3% | +1.4% |
| 1Y | +13.5% | +90.7% | -77.2% | +2.5% |
| 3Y | +78.1% | +328.5% | -250.4% | +39.4% |
| 5Y | +73.1% | +207.0% | -133.9% | +33.6% |
| All | +143.3% | +59.4% | +83.9% | +92.4% |
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