+69.3%
IWD vs FROG
+160.8%
-91.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -2.9% |
| 7D | -0.5% | +7.0% | -7.4% | -1.3% |
| 30D | +2.7% | +2.9% | -0.2% | +1.9% |
| 3M | +0.9% | +21.6% | -20.7% | -1.5% |
| 6M | +10.5% | +87.7% | -77.1% | +3.2% |
| YTD | +23.7% | +61.7% | -38.0% | +16.1% |
| 1Y | +28.7% | +113.7% | -84.9% | +16.7% |
| 3Y | +79.7% | +267.7% | -188.0% | +47.5% |
| All | +69.3% | +160.8% | -91.5% | +37.4% |
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