-71.2%
GRAB vs IAG
+820.9%
-892.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -10.8% | -1.1% | -9.7% | -10.7% |
| 30D | -15.5% | +12.1% | -27.6% | -17.0% |
| 3M | -9.0% | +25.5% | -34.5% | -12.4% |
| 6M | -21.6% | -7.1% | -14.5% | -21.8% |
| YTD | -38.9% | +22.9% | -61.7% | -41.9% |
| 1Y | -44.8% | +83.3% | -128.2% | -50.7% |
| 3Y | -18.4% | +808.5% | -827.0% | -44.1% |
| All | -71.2% | +820.9% | -892.1% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling