-72.7%
GRAB vs IRM
+438.3%
-511.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.8% |
| 7D | -6.1% | +1.6% | -7.7% | -6.4% |
| 30D | -11.2% | -4.2% | -7.0% | -10.6% |
| 3M | -2.4% | -5.4% | +3.0% | -1.7% |
| 6M | -18.3% | +12.0% | -30.4% | -20.6% |
| YTD | -34.9% | +42.0% | -76.9% | -39.9% |
| 1Y | -37.4% | +29.9% | -67.2% | -41.2% |
| 3Y | -12.6% | +104.4% | -117.0% | -23.9% |
| 5Y | -69.7% | +191.0% | -260.8% | -73.7% |
| All | -72.7% | +438.3% | -511.0% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling