-23.2%
GRAB vs IAG
-1.2%
-22.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.8% |
| 7D | -13.9% | +1.7% | -15.6% | -14.1% |
| 30D | -17.2% | +11.4% | -28.6% | -18.6% |
| 3M | -7.9% | +33.0% | -40.9% | -12.3% |
| 6M | -23.2% | -6.0% | -17.2% | -22.7% |
| All | -23.2% | -1.2% | -22.0% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling