-45.5%
GRAB vs IRE
-85.1%
+39.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | -10.8% | -4.5% | -6.3% | -10.7% |
| 30D | -15.5% | -7.8% | -7.7% | -15.6% |
| 3M | -9.0% | -60.0% | +51.0% | -7.1% |
| 6M | -21.6% | -48.3% | +26.7% | -23.0% |
| YTD | -38.9% | -54.5% | +15.6% | -41.8% |
| All | -45.5% | -85.1% | +39.6% | -46.5% |
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