-72.8%
GRAB vs IWD
+119.7%
-192.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -5.0% | +2.3% | -7.3% | -7.3% |
| 30D | +11.3% | +3.6% | +7.8% | +7.1% |
| 3M | -12.4% | +2.2% | -14.6% | -14.5% |
| 6M | -10.7% | +13.0% | -23.7% | -21.7% |
| YTD | -35.1% | +26.5% | -61.6% | -49.6% |
| 1Y | -41.5% | +30.1% | -71.7% | -55.9% |
| 3Y | -2.7% | +84.9% | -87.6% | -49.4% |
| 5Y | -80.2% | +73.4% | -153.6% | -89.2% |
| All | -72.8% | +119.7% | -192.5% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling