+64.2%
IWM vs FROG
+274.0%
-209.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +35.3% | -34.3% | -2.6% |
| 7D | -2.0% | +7.0% | -9.0% | -3.2% |
| 30D | -1.5% | +2.9% | -4.3% | -2.4% |
| 3M | -8.0% | +21.6% | -29.6% | -10.8% |
| 6M | -4.1% | +87.7% | -91.8% | -12.4% |
| YTD | +11.9% | +61.7% | -49.7% | +3.0% |
| 1Y | +15.0% | +113.7% | -98.6% | +0.8% |
| 3Y | +64.2% | +267.7% | -203.5% | +18.9% |
| All | +64.2% | +274.0% | -209.8% | +18.9% |
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