-32.3%
GRAB vs IRM
+34.4%
-66.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -8.6% | -8.1% | -0.5% | -7.1% |
| 3M | -1.2% | -9.7% | +8.5% | +0.5% |
| 6M | -16.6% | +10.0% | -26.6% | -19.5% |
| YTD | -31.5% | +43.0% | -74.5% | -40.0% |
| 1Y | -32.3% | +32.7% | -65.0% | -35.7% |
| All | -32.3% | +34.4% | -66.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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