-19.5%
GRAB vs IAG
+796.9%
-816.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -12.0% | -4.1% | -7.9% | -11.5% |
| 30D | -19.5% | +10.6% | -30.1% | -20.7% |
| 3M | -8.0% | +35.4% | -43.3% | -12.2% |
| 6M | -22.2% | -9.5% | -12.7% | -22.1% |
| YTD | -39.7% | +21.8% | -61.5% | -42.4% |
| 1Y | -43.2% | +84.1% | -127.4% | -48.7% |
| All | -19.5% | +796.9% | -816.4% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling