+62.8%
IEMG vs GRAB
-74.3%
+137.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -1.3% | -10.8% | +9.5% | -0.1% |
| 30D | +1.9% | -15.5% | +17.4% | +3.8% |
| 3M | +1.4% | -9.0% | +10.4% | +2.2% |
| 6M | +15.2% | -21.6% | +36.8% | +18.0% |
| YTD | +23.8% | -38.9% | +62.7% | +30.0% |
| 1Y | +30.7% | -44.8% | +75.5% | +38.4% |
| 3Y | +83.3% | -18.4% | +101.7% | +84.0% |
| 5Y | +48.8% | -71.6% | +120.4% | +48.8% |
| All | +62.8% | -74.3% | +137.2% | +66.9% |
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