-71.2%
GRAB vs IP
+0.7%
-72.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -5.3% | -5.3% | 0.0% | -4.1% |
| 30D | -8.6% | -10.9% | +2.3% | -6.2% |
| 3M | -1.2% | +11.2% | -12.3% | -4.1% |
| 6M | -16.6% | -10.2% | -6.4% | -15.3% |
| YTD | -31.5% | -2.0% | -29.5% | -32.2% |
| 1Y | -32.3% | -19.1% | -13.2% | -30.0% |
| 3Y | -10.7% | +20.9% | -31.6% | -17.5% |
| 5Y | -67.9% | -17.8% | -50.0% | -70.7% |
| All | -71.2% | +0.7% | -72.0% | -73.5% |
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