-71.2%
GRAB vs IRM
+197.3%
-268.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.8% |
| 7D | -10.8% | -1.4% | -9.4% | -10.4% |
| 30D | -15.5% | -7.4% | -8.1% | -13.8% |
| 3M | -9.0% | -7.4% | -1.6% | -7.4% |
| 6M | -21.6% | +8.7% | -30.3% | -24.2% |
| YTD | -38.9% | +40.9% | -79.8% | -45.8% |
| 1Y | -44.8% | +20.5% | -65.4% | -48.7% |
| 3Y | -18.4% | +101.7% | -120.2% | -37.2% |
| All | -71.2% | +197.3% | -268.5% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling