+74.9%
IWD vs FROG
+129.7%
-54.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | -0.3% | -11.3% | +11.0% | +0.7% |
| 30D | +0.6% | +3.6% | -3.1% | +0.1% |
| 3M | +7.2% | +1.7% | +5.6% | +6.6% |
| 6M | +16.2% | +123.5% | -107.3% | +6.8% |
| YTD | +23.3% | +40.2% | -16.9% | +17.7% |
| 1Y | +29.6% | +81.0% | -51.4% | +19.6% |
| 3Y | +70.5% | +194.8% | -124.3% | +43.4% |
| All | +74.9% | +129.7% | -54.8% | +46.7% |
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 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