+216.5%
IVZ vs FROG
+4.7%
+211.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -13.6% | +5.6% | -5.6% |
| 7D | -6.7% | -24.5% | +17.8% | -2.0% |
| 30D | -10.9% | -24.3% | +13.4% | -6.8% |
| 3M | -14.8% | -11.7% | -3.1% | -13.8% |
| 6M | +2.4% | +37.1% | -34.7% | -5.6% |
| YTD | +5.4% | +19.5% | -14.0% | -2.2% |
| 1Y | +19.6% | +61.8% | -42.2% | +3.5% |
| 3Y | +122.4% | +178.1% | -55.7% | +64.6% |
| 5Y | +28.8% | +91.2% | -62.5% | -6.6% |
| All | +216.5% | +4.7% | +211.8% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling