-72.7%
GRAB vs IOVA
-77.7%
+5.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -3.9% | -4.8% |
| 7D | -6.1% | +5.1% | -11.1% | -6.6% |
| 30D | -11.2% | +37.2% | -48.4% | -14.9% |
| 3M | -2.4% | +117.5% | -119.9% | -13.5% |
| 6M | -18.3% | +69.6% | -87.9% | -26.0% |
| YTD | -34.9% | +218.7% | -253.6% | -46.6% |
| 1Y | -37.4% | +265.5% | -302.9% | -50.2% |
| 3Y | -12.6% | +46.2% | -58.9% | -34.5% |
| 5Y | -69.7% | -63.2% | -6.5% | -72.5% |
| All | -72.7% | -77.7% | +5.1% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling