+68.6%
IWF vs FROG
+307.0%
-238.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +2.1% |
| 7D | -1.0% | +27.1% | -28.1% | -4.2% |
| 30D | -10.1% | +5.8% | -15.9% | -11.3% |
| 3M | -7.6% | +20.8% | -28.5% | -10.4% |
| 6M | -6.7% | +53.3% | -60.1% | -12.4% |
| YTD | -2.5% | +73.2% | -75.7% | -10.8% |
| 1Y | -2.1% | +80.3% | -82.4% | -11.0% |
| 3Y | +68.6% | +318.3% | -249.7% | +29.3% |
| All | +68.6% | +307.0% | -238.4% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling