+134.3%
IWF vs FROG
+24.4%
+109.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.2% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | -1.8% | +3.0% | -4.8% | -2.6% |
| 3M | +1.5% | +10.3% | -8.9% | -0.8% |
| 6M | +7.7% | +116.7% | -109.0% | -6.8% |
| YTD | +2.7% | +41.9% | -39.2% | -5.8% |
| 1Y | +6.8% | +78.5% | -71.8% | -6.9% |
| 3Y | +76.9% | +224.1% | -147.3% | +30.7% |
| 5Y | +73.4% | +142.4% | -69.0% | +26.4% |
| All | +134.3% | +24.4% | +109.9% | +79.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling