-57.8%
GRAB vs IOT
+54.4%
-112.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -12.0% | -0.8% | -11.2% | -11.8% |
| 30D | -19.5% | -4.7% | -14.9% | -18.8% |
| 3M | -8.0% | +17.8% | -25.7% | -12.6% |
| 6M | -22.2% | +16.8% | -39.1% | -26.9% |
| YTD | -39.7% | +8.4% | -48.1% | -43.0% |
| 1Y | -43.2% | -0.8% | -42.4% | -45.3% |
| 3Y | -19.1% | +25.7% | -44.8% | -32.6% |
| All | -57.8% | +54.4% | -112.2% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling