+19.5%
IVZ vs FROG
+118.5%
-99.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | -3.2% |
| 7D | -2.4% | +7.0% | -9.4% | -3.3% |
| 30D | -11.2% | +2.9% | -14.1% | -11.8% |
| 3M | -14.0% | +21.6% | -35.6% | -16.0% |
| 6M | +0.5% | +87.7% | -87.2% | -6.1% |
| YTD | +5.4% | +61.7% | -56.2% | -2.8% |
| 1Y | +19.5% | +113.7% | -94.2% | +9.3% |
| All | +19.5% | +118.5% | -99.1% | +9.3% |
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 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