-71.2%
GRAB vs IWF
+73.7%
-144.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.5% |
| 7D | -10.8% | -0.9% | -9.9% | -9.9% |
| 30D | -15.5% | -1.7% | -13.8% | -14.0% |
| 3M | -9.0% | +0.7% | -9.6% | -9.8% |
| 6M | -21.6% | +8.6% | -30.2% | -28.1% |
| YTD | -38.9% | +3.5% | -42.4% | -41.2% |
| 1Y | -44.8% | +7.0% | -51.9% | -48.5% |
| 3Y | -18.4% | +76.3% | -94.8% | -55.5% |
| All | -71.2% | +73.7% | -144.9% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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