+125.4%
IWF vs FROG
+53.7%
+71.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +1.4% |
| 7D | -1.1% | +26.8% | -27.9% | -5.4% |
| 30D | -8.3% | +10.6% | -18.9% | -10.6% |
| 3M | -5.6% | +27.2% | -32.8% | -10.4% |
| 6M | -5.4% | +58.7% | -64.1% | -14.0% |
| YTD | -1.2% | +75.3% | -76.5% | -13.4% |
| 1Y | -2.6% | +71.1% | -73.7% | -14.4% |
| 3Y | +67.8% | +319.6% | -251.8% | +17.8% |
| 5Y | +60.1% | +195.7% | -135.6% | +12.0% |
| All | +125.4% | +53.7% | +71.7% | +65.0% |
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