+136.4%
IVV vs FROG
+4.7%
+131.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.6% | +9.2% | -3.0% |
| 7D | -4.8% | -24.5% | +19.7% | -2.0% |
| 30D | -5.9% | -24.3% | +18.3% | -3.4% |
| 3M | -4.5% | -11.7% | +7.2% | -3.9% |
| 6M | +1.8% | +37.1% | -35.3% | -3.2% |
| YTD | +8.4% | +19.5% | -11.1% | +3.5% |
| 1Y | +9.4% | +61.8% | -52.4% | 0.0% |
| 3Y | +75.3% | +178.1% | -102.9% | +44.3% |
| 5Y | +67.8% | +91.2% | -23.5% | +36.3% |
| All | +136.4% | +4.7% | +131.7% | +96.3% |
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