+105.6%
IWM vs FROG
+22.9%
+82.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +0.1% | -11.3% | +11.4% | +1.8% |
| 30D | -1.3% | +3.6% | -4.9% | -2.1% |
| 3M | +1.6% | +1.7% | -0.1% | +0.6% |
| 6M | +13.6% | +123.5% | -110.0% | -2.0% |
| YTD | +20.8% | +40.2% | -19.5% | +11.0% |
| 1Y | +26.4% | +81.0% | -54.6% | +10.2% |
| 3Y | +60.7% | +194.8% | -134.1% | +22.0% |
| 5Y | +38.2% | +131.8% | -93.6% | +2.1% |
| All | +105.6% | +22.9% | +82.7% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling