+23.8%
IWM vs FROG
+207.6%
-183.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.7% |
| 7D | +1.4% | +12.5% | -11.1% | -0.4% |
| 30D | +2.3% | +23.5% | -21.3% | -2.1% |
| 3M | -8.3% | +19.4% | -27.7% | -12.2% |
| 6M | -1.3% | +77.0% | -78.3% | -12.4% |
| YTD | +13.5% | +81.9% | -68.4% | -2.0% |
| 1Y | +18.4% | +90.7% | -72.3% | +1.1% |
| 3Y | +69.6% | +328.5% | -258.9% | +12.6% |
| All | +23.8% | +207.6% | -183.8% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling