-72.7%
GRAB vs IP
-1.3%
-71.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -4.5% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -11.2% | -11.2% | 0.0% | -8.8% |
| 3M | -2.4% | +12.3% | -14.7% | -5.5% |
| 6M | -18.3% | -5.2% | -13.1% | -18.1% |
| YTD | -34.9% | -4.0% | -30.9% | -35.3% |
| 1Y | -37.4% | -19.2% | -18.2% | -35.3% |
| 3Y | -12.6% | +20.3% | -33.0% | -19.3% |
| 5Y | -69.7% | -17.5% | -52.3% | -72.2% |
| All | -72.7% | -1.3% | -71.4% | -74.7% |
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