+145.0%
IVV vs FROG
+53.7%
+91.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +0.7% |
| 7D | -0.9% | +26.8% | -27.8% | -3.8% |
| 30D | -2.3% | +10.6% | -12.9% | -4.1% |
| 3M | -1.2% | +27.2% | -28.3% | -4.7% |
| 6M | +3.3% | +58.7% | -55.4% | -3.3% |
| YTD | +12.3% | +75.3% | -63.0% | +2.6% |
| 1Y | +12.5% | +71.1% | -58.6% | +2.9% |
| 3Y | +79.2% | +319.6% | -240.4% | +40.5% |
| 5Y | +75.6% | +195.7% | -120.0% | +36.0% |
| All | +145.0% | +53.7% | +91.4% | +94.6% |
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