-45.7%
GRAB vs IRE
-84.0%
+38.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.8% | +0.3% | -6.2% |
| 7D | -13.9% | +29.0% | -42.9% | -14.8% |
| 30D | -17.2% | +24.2% | -41.4% | -18.3% |
| 3M | -7.9% | -53.2% | +45.3% | -6.8% |
| 6M | -23.2% | -36.0% | +12.8% | -25.4% |
| YTD | -39.1% | -51.0% | +11.9% | -42.2% |
| All | -45.7% | -84.0% | +38.3% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling