+23.7%
IVZ vs FROG
+72.4%
-48.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.4% |
| 7D | -2.8% | +26.8% | -29.6% | -5.3% |
| 30D | -2.2% | +10.6% | -12.7% | -3.5% |
| 3M | -8.1% | +27.2% | -35.3% | -11.0% |
| 6M | +3.8% | +58.7% | -54.9% | -2.3% |
| YTD | +11.5% | +75.3% | -63.9% | +1.6% |
| 1Y | +23.7% | +71.1% | -47.4% | +13.2% |
| All | +23.7% | +72.4% | -48.7% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling