-68.1%
GRAB vs IP
-17.2%
-50.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -5.3% | -5.3% | 0.0% | -4.0% |
| 30D | -8.6% | -10.9% | +2.3% | -6.0% |
| 3M | -1.2% | +11.2% | -12.3% | -4.4% |
| 6M | -16.6% | -10.2% | -6.4% | -15.1% |
| YTD | -31.5% | -2.0% | -29.5% | -32.3% |
| 1Y | -32.3% | -19.1% | -13.2% | -29.7% |
| 3Y | -10.7% | +20.9% | -31.6% | -19.7% |
| All | -68.1% | -17.2% | -50.9% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling