+237.5%
IVZ vs FROG
+45.3%
+192.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +0.6% |
| 7D | +2.2% | +17.0% | -14.9% | -1.4% |
| 30D | -2.2% | +1.3% | -3.5% | -3.5% |
| 3M | -8.4% | +17.5% | -25.9% | -12.5% |
| 6M | +6.2% | +46.8% | -40.6% | -3.4% |
| YTD | +12.4% | +65.8% | -53.4% | -2.4% |
| 1Y | +26.0% | +61.0% | -35.0% | +9.9% |
| 3Y | +147.9% | +296.7% | -148.9% | +70.8% |
| 5Y | +38.8% | +177.8% | -139.1% | -6.0% |
| All | +237.5% | +45.3% | +192.2% | +136.4% |
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