+124.6%
IWF vs FROG
+55.2%
+69.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +5.3% | +48.2% | -42.9% | -1.7% |
| 30D | -8.6% | +11.4% | -20.0% | -11.0% |
| 3M | -6.5% | +28.5% | -35.1% | -11.5% |
| 6M | -5.6% | +63.7% | -69.4% | -14.6% |
| YTD | -1.5% | +77.1% | -78.6% | -13.8% |
| 1Y | -2.8% | +79.3% | -82.2% | -15.3% |
| 3Y | +67.1% | +323.8% | -256.6% | +17.2% |
| 5Y | +57.6% | +198.9% | -141.3% | +10.0% |
| All | +124.6% | +55.2% | +69.4% | +64.2% |
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