-32.3%
GRAB vs IOT
+14.9%
-47.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.4% |
| 7D | -5.3% | -2.3% | -2.9% | -5.0% |
| 30D | -8.6% | +3.8% | -12.4% | -9.1% |
| 3M | -1.2% | +14.2% | -15.3% | -3.3% |
| 6M | -16.6% | +40.1% | -56.7% | -20.9% |
| YTD | -31.5% | +13.4% | -44.9% | -32.9% |
| 1Y | -32.3% | +12.2% | -44.4% | -33.0% |
| All | -32.3% | +14.9% | -47.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling