-46.2%
GRAB vs IRE
-85.3%
+39.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | -0.7% |
| 7D | -12.0% | +7.9% | -19.9% | -12.3% |
| 30D | -19.5% | +9.3% | -28.8% | -20.2% |
| 3M | -8.0% | -52.3% | +44.4% | -7.1% |
| 6M | -22.2% | -38.5% | +16.3% | -24.3% |
| YTD | -39.7% | -54.8% | +15.2% | -42.6% |
| All | -46.2% | -85.3% | +39.0% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling