-74.7%
GRAB vs IEF
-11.1%
-63.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -12.0% | -1.2% | -10.8% | -12.0% |
| 30D | -19.5% | -1.5% | -18.1% | -19.5% |
| 3M | -8.0% | -1.7% | -6.3% | -7.9% |
| 6M | -22.2% | -3.5% | -18.7% | -22.3% |
| YTD | -39.7% | -2.6% | -37.0% | -39.7% |
| 1Y | -43.2% | -2.4% | -40.8% | -43.2% |
| 3Y | -19.1% | +8.9% | -28.0% | -19.0% |
| 5Y | -72.0% | -9.2% | -62.8% | -71.8% |
| All | -74.7% | -11.1% | -63.6% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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