-71.8%
GRAB vs IP
-5.0%
-66.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | +7.4% | 0.0% | +7.3% | +7.3% |
| 30D | +5.0% | +9.4% | -4.4% | +2.6% |
| 3M | -8.7% | -14.1% | +5.3% | -5.7% |
| 6M | -9.9% | +9.2% | -19.1% | -12.5% |
| YTD | -32.9% | -7.5% | -25.3% | -32.8% |
| 1Y | -43.2% | -2.8% | -40.4% | -44.0% |
| 3Y | +2.4% | +21.2% | -18.8% | -5.9% |
| 5Y | -77.9% | -11.5% | -66.4% | -79.4% |
| All | -71.8% | -5.0% | -66.9% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling