-71.1%
GRAB vs IP
-3.9%
-67.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.2% |
| 7D | +20.3% | -3.0% | +23.3% | +20.9% |
| 30D | +7.8% | +10.6% | -2.8% | +5.1% |
| 3M | -6.0% | -13.6% | +7.6% | -3.1% |
| 6M | -7.5% | +10.4% | -17.9% | -10.4% |
| YTD | -31.1% | -6.5% | -24.6% | -31.2% |
| 1Y | -38.1% | -2.1% | -36.0% | -39.0% |
| 3Y | +4.6% | +22.0% | -17.4% | -4.0% |
| 5Y | -77.9% | -9.7% | -68.2% | -79.5% |
| All | -71.1% | -3.9% | -67.2% | -73.1% |
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