-32.3%
GRAB vs IAG
+119.5%
-151.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -8.6% | +28.9% | -37.4% | -12.3% |
| 3M | -1.2% | +19.1% | -20.3% | -4.4% |
| 6M | -16.6% | -10.3% | -6.3% | -16.2% |
| YTD | -31.5% | +24.2% | -55.7% | -36.4% |
| 1Y | -32.3% | +116.5% | -148.8% | -37.7% |
| All | -32.3% | +119.5% | -151.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling