-72.7%
GRAB vs IWD
+112.5%
-185.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.1% |
| 7D | -6.1% | -0.2% | -5.9% | -5.9% |
| 30D | -11.2% | -0.8% | -10.4% | -10.4% |
| 3M | -2.4% | +8.0% | -10.4% | -10.1% |
| 6M | -18.3% | +18.2% | -36.5% | -31.7% |
| YTD | -34.9% | +22.3% | -57.2% | -47.6% |
| 1Y | -37.4% | +28.9% | -66.3% | -52.2% |
| 3Y | -12.6% | +71.5% | -84.2% | -50.7% |
| 5Y | -69.7% | +73.6% | -143.3% | -83.2% |
| All | -72.7% | +112.5% | -185.1% | -86.0% |
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 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