-72.8%
GRAB vs IP
-8.2%
-64.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | -6.9% | -0.9% | -6.0% | -6.7% |
| 30D | +8.7% | +6.7% | +2.0% | +6.8% |
| 3M | -10.2% | -16.6% | +6.3% | -6.7% |
| 6M | -11.0% | +6.0% | -17.0% | -12.9% |
| YTD | -35.1% | -10.7% | -24.4% | -34.5% |
| 1Y | -44.0% | -6.7% | -37.4% | -44.3% |
| 3Y | -0.9% | +17.1% | -18.0% | -8.2% |
| 5Y | -80.2% | -14.6% | -65.7% | -81.4% |
| All | -72.8% | -8.2% | -64.6% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling