-7.5%
IGV vs GRAB
-39.6%
+32.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -1.0% |
| 7D | -7.5% | +22.2% | -29.6% | -12.2% |
| 30D | -5.6% | +6.0% | -11.6% | -7.0% |
| 3M | +1.5% | -9.7% | +11.2% | +5.0% |
| 6M | +17.1% | -7.2% | +24.3% | +19.4% |
| YTD | -2.0% | -32.7% | +30.7% | +9.3% |
| 1Y | -7.5% | -41.9% | +34.4% | +7.7% |
| All | -7.5% | -39.6% | +32.1% | +7.7% |
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