+104.6%
IWM vs FROG
+21.7%
+83.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.4% | -5.5% | +6.9% | +2.3% |
| 30D | -2.3% | -3.1% | +0.8% | -2.1% |
| 3M | +4.0% | +1.2% | +2.7% | +2.9% |
| 6M | +17.9% | +113.7% | -95.7% | +2.5% |
| YTD | +20.2% | +38.9% | -18.7% | +10.7% |
| 1Y | +25.0% | +72.0% | -47.0% | +9.9% |
| 3Y | +66.0% | +217.1% | -151.1% | +24.3% |
| 5Y | +40.0% | +130.6% | -90.6% | +3.6% |
| All | +104.6% | +21.7% | +83.0% | +56.5% |
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