-44.8%
GRAB vs IRM
+22.0%
-66.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | -10.8% | -1.4% | -9.4% | -10.6% |
| 30D | -15.5% | -7.4% | -8.1% | -14.4% |
| 3M | -9.0% | -7.4% | -1.6% | -8.1% |
| 6M | -21.6% | +8.7% | -30.3% | -24.0% |
| YTD | -38.9% | +40.9% | -79.8% | -45.8% |
| 1Y | -44.8% | +20.5% | -65.4% | -47.1% |
| All | -44.8% | +22.0% | -66.9% | -47.1% |
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