+57.2%
ICE vs GRAB
-74.4%
+131.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.4% |
| 7D | -0.9% | -13.9% | +13.0% | +0.1% |
| 30D | +4.0% | -17.2% | +21.1% | +5.2% |
| 3M | +11.0% | -7.9% | +18.8% | +11.4% |
| 6M | -5.0% | -23.2% | +18.3% | -3.5% |
| YTD | -2.7% | -39.1% | +36.4% | +0.2% |
| 1Y | -8.6% | -42.5% | +33.9% | -5.7% |
| 3Y | +41.4% | -18.3% | +59.6% | +40.9% |
| 5Y | +39.9% | -71.7% | +111.6% | +36.6% |
| All | +57.2% | -74.4% | +131.7% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling