+37.3%
IVZ vs FROG
+182.9%
-145.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.1% | -0.4% | +5.4% |
| 7D | +4.1% | +27.1% | -23.0% | -1.6% |
| 30D | -2.0% | +5.8% | -7.9% | -4.3% |
| 3M | -7.8% | +20.8% | -28.7% | -13.0% |
| 6M | +6.3% | +53.3% | -47.0% | -5.6% |
| YTD | +12.6% | +73.2% | -60.6% | -5.3% |
| 1Y | +27.6% | +80.3% | -52.7% | +6.1% |
| 3Y | +154.0% | +318.3% | -164.3% | +56.0% |
| 5Y | +37.3% | +179.9% | -142.6% | -13.6% |
| All | +37.3% | +182.9% | -145.6% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling