+216.5%
IVZ vs FROG
+41.7%
+174.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | -6.0% |
| 7D | -2.4% | +7.0% | -9.4% | -4.5% |
| 30D | -11.2% | +2.9% | -14.1% | -12.7% |
| 3M | -14.0% | +21.6% | -35.6% | -18.4% |
| 6M | +0.5% | +87.7% | -87.2% | -13.1% |
| YTD | +5.4% | +61.7% | -56.2% | -8.0% |
| 1Y | +19.5% | +113.7% | -94.2% | -2.3% |
| 3Y | +128.7% | +267.7% | -139.0% | +59.9% |
| 5Y | +28.8% | +158.8% | -130.0% | -12.2% |
| All | +216.5% | +41.7% | +174.9% | +122.6% |
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