-1.8%
IWF vs FROG
+85.3%
-87.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.4% |
| 7D | +2.8% | +12.5% | -9.7% | +1.7% |
| 30D | -7.5% | +23.5% | -31.1% | -9.7% |
| 3M | -8.5% | +19.4% | -27.9% | -10.5% |
| 6M | -7.4% | +77.0% | -84.4% | -12.0% |
| YTD | -2.6% | +81.9% | -84.5% | -7.7% |
| 1Y | -1.8% | +90.7% | -92.5% | -7.6% |
| All | -1.8% | +85.3% | -87.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling