-74.7%
GRAB vs IWD
+110.6%
-185.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -12.0% | -2.3% | -9.7% | -9.6% |
| 30D | -19.5% | -1.8% | -17.7% | -17.9% |
| 3M | -8.0% | +8.0% | -16.0% | -15.2% |
| 6M | -22.2% | +17.0% | -39.2% | -34.2% |
| YTD | -39.7% | +21.3% | -61.0% | -51.0% |
| 1Y | -43.2% | +27.9% | -71.2% | -56.3% |
| 3Y | -19.1% | +70.1% | -89.1% | -53.9% |
| 5Y | -72.0% | +74.2% | -146.2% | -84.3% |
| All | -74.7% | +110.6% | -185.3% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling