+6.5%
IEMG vs GRAB
-40.2%
+46.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.2% | -6.3% |
| 7D | -7.4% | +26.1% | -33.5% | -11.7% |
| 30D | -14.9% | +13.4% | -28.2% | -17.0% |
| 3M | -11.6% | -7.0% | -4.6% | -9.9% |
| 6M | -11.1% | -5.4% | -5.6% | -10.6% |
| YTD | +6.0% | -30.3% | +36.3% | +12.1% |
| 1Y | +6.5% | -38.3% | +44.8% | +15.0% |
| All | +6.5% | -40.2% | +46.7% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling