-72.0%
GRAB vs IOVA
-66.4%
-5.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -0.6% |
| 7D | -12.0% | -6.4% | -5.6% | -11.3% |
| 30D | -19.5% | +25.4% | -44.9% | -21.7% |
| 3M | -8.0% | +115.3% | -123.3% | -17.2% |
| 6M | -22.2% | +56.5% | -78.8% | -28.1% |
| YTD | -39.7% | +198.2% | -237.8% | -49.1% |
| 1Y | -43.2% | +242.0% | -285.2% | -53.4% |
| 3Y | -19.1% | +36.8% | -55.9% | -37.3% |
| 5Y | -72.0% | -64.3% | -7.7% | -73.6% |
| All | -72.0% | -66.4% | -5.6% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 5y: compounded portfolio wealth divided by compounded IOVA 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…
5y analysis · Full analysis span regression · 6 months rolling