-41.9%
GRAB vs IRE
-97.6%
+55.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -23.2% | +30.9% | +8.5% |
| 7D | +22.2% | -46.8% | +69.0% | +24.3% |
| 30D | +6.0% | -75.5% | +81.5% | +10.4% |
| 3M | -9.7% | -79.4% | +69.7% | -6.0% |
| 6M | -7.2% | -91.3% | +84.1% | -2.5% |
| YTD | -32.7% | -90.8% | +58.2% | -32.6% |
| 1Y | -41.9% | -97.7% | +55.8% | -37.8% |
| All | -41.9% | -97.6% | +55.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling