-71.7%
GRAB vs IWD
+72.9%
-144.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 6M | -23.2% | +17.0% | -40.2% | -35.8% |
| YTD | -39.1% | +21.6% | -60.7% | -51.4% |
| 1Y | -42.5% | +28.0% | -70.5% | -56.7% |
| 3Y | -18.3% | +70.6% | -88.8% | -56.1% |
| 5Y | -71.7% | +73.3% | -145.1% | -84.7% |
| All | -71.7% | +72.9% | -144.7% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling