+128.7%
IVZ vs FROG
+176.4%
-47.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -13.6% | +5.6% | -5.9% |
| 7D | -6.7% | -24.5% | +17.8% | -2.7% |
| 30D | -10.9% | -24.3% | +13.4% | -7.3% |
| 3M | -14.8% | -11.7% | -3.1% | -13.9% |
| 6M | +2.4% | +37.1% | -34.7% | -4.6% |
| YTD | +5.4% | +19.5% | -14.0% | -1.1% |
| 1Y | +19.6% | +61.8% | -42.2% | +5.0% |
| All | +128.7% | +176.4% | -47.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling