+143.4%
IWD vs FROG
+53.7%
+89.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | +0.1% |
| 7D | -0.6% | +26.8% | -27.4% | -2.4% |
| 30D | +3.6% | +10.6% | -7.0% | +2.5% |
| 3M | +2.7% | +27.2% | -24.5% | +0.3% |
| 6M | +13.2% | +58.7% | -45.5% | +8.5% |
| YTD | +26.8% | +75.3% | -48.6% | +19.5% |
| 1Y | +29.3% | +71.1% | -41.8% | +22.0% |
| 3Y | +85.1% | +319.6% | -234.4% | +57.7% |
| 5Y | +74.2% | +195.7% | -121.4% | +45.9% |
| All | +143.4% | +53.7% | +89.7% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling