+41.7%
ICE vs GRAB
-71.8%
+113.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -2.4% | -10.8% | +8.4% | -1.6% |
| 30D | +4.0% | -15.5% | +19.5% | +5.2% |
| 3M | +13.7% | -9.0% | +22.6% | +14.3% |
| 6M | +0.9% | -21.6% | +22.5% | +2.4% |
| YTD | -2.1% | -38.9% | +36.7% | +1.0% |
| 1Y | -9.5% | -44.8% | +35.3% | -6.1% |
| 3Y | +42.1% | -18.4% | +60.5% | +41.6% |
| All | +41.7% | -71.8% | +113.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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