+286.6%
IVZ vs FROG
+22.9%
+263.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.7% |
| 7D | +0.6% | -11.3% | +11.9% | +2.8% |
| 30D | +4.0% | +3.6% | +0.4% | +3.0% |
| 3M | +18.2% | +1.7% | +16.5% | +16.9% |
| 6M | +32.8% | +123.5% | -90.7% | +12.1% |
| YTD | +28.7% | +40.2% | -11.5% | +16.8% |
| 1Y | +55.4% | +81.0% | -25.6% | +32.8% |
| 3Y | +135.2% | +194.8% | -59.5% | +73.2% |
| 5Y | +64.2% | +131.8% | -67.6% | +16.0% |
| All | +286.6% | +22.9% | +263.6% | +182.8% |
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