-74.3%
GRAB vs IBN
+131.1%
-205.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +0.5% |
| 7D | -10.8% | -3.0% | -7.8% | -9.5% |
| 30D | -15.5% | -1.5% | -14.0% | -14.9% |
| 3M | -9.0% | +7.9% | -16.9% | -12.1% |
| 6M | -21.6% | +8.6% | -30.2% | -24.6% |
| YTD | -38.9% | -0.6% | -38.3% | -38.9% |
| 1Y | -44.8% | -7.3% | -37.5% | -43.4% |
| 3Y | -18.4% | +26.2% | -44.7% | -29.7% |
| 5Y | -71.6% | +57.8% | -129.5% | -78.2% |
| All | -74.3% | +131.1% | -205.5% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling