-74.4%
GRAB vs IBN
+128.2%
-202.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.7% | -5.7% |
| 7D | -13.9% | -5.1% | -8.8% | -11.8% |
| 30D | -17.2% | -3.5% | -13.6% | -15.8% |
| 3M | -7.9% | +11.3% | -19.2% | -12.3% |
| 6M | -23.2% | +4.4% | -27.7% | -24.9% |
| YTD | -39.1% | -1.8% | -37.3% | -38.8% |
| 1Y | -42.5% | -8.0% | -34.6% | -40.8% |
| 3Y | -18.3% | +27.1% | -45.4% | -29.9% |
| 5Y | -71.7% | +54.5% | -126.2% | -78.1% |
| All | -74.4% | +128.2% | -202.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling