-18.7%
GRAB vs IWD
+69.9%
-88.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -5.8% |
| 7D | -13.9% | -1.2% | -12.7% | -12.7% |
| 30D | -17.2% | -1.6% | -15.5% | -15.5% |
| 3M | -7.9% | +7.0% | -14.9% | -14.3% |
| 6M | -23.2% | +17.0% | -40.2% | -35.3% |
| YTD | -39.1% | +21.6% | -60.7% | -50.9% |
| 1Y | -42.5% | +28.0% | -70.5% | -56.0% |
| All | -18.7% | +69.9% | -88.6% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling