+134.9%
IWD vs FROG
+21.7%
+113.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.2% | -5.5% | +5.3% | +0.2% |
| 30D | -0.8% | -3.1% | +2.3% | -0.7% |
| 3M | +8.0% | +1.2% | +6.8% | +7.5% |
| 6M | +18.2% | +113.7% | -95.5% | +10.7% |
| YTD | +22.3% | +38.9% | -16.5% | +17.8% |
| 1Y | +28.9% | +72.0% | -43.1% | +21.3% |
| 3Y | +71.5% | +217.1% | -145.6% | +49.5% |
| 5Y | +73.6% | +130.6% | -57.0% | +48.4% |
| All | +134.9% | +21.7% | +113.2% | +102.9% |
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