+76.6%
IWF vs FROG
+219.3%
-142.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.5% |
| 7D | +0.5% | -4.8% | +5.3% | +1.1% |
| 30D | -1.4% | -0.9% | -0.4% | -1.5% |
| 3M | +0.4% | +7.5% | -7.0% | -0.9% |
| 6M | +8.5% | +107.0% | -98.6% | -1.8% |
| YTD | +3.7% | +39.8% | -36.1% | -2.2% |
| 1Y | +8.5% | +74.8% | -66.3% | -1.4% |
| All | +76.6% | +219.3% | -142.7% | +41.8% |
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