+22.8%
IGV vs GRAB
-72.2%
+94.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.4% | -12.0% | +6.6% | -3.3% |
| 30D | -2.6% | -19.5% | +16.9% | +1.0% |
| 3M | +10.5% | -8.0% | +18.5% | +11.9% |
| 6M | +18.2% | -22.2% | +40.4% | +23.0% |
| YTD | -4.2% | -39.7% | +35.4% | +3.9% |
| 1Y | -9.8% | -43.2% | +33.4% | -1.4% |
| 3Y | +39.1% | -19.1% | +58.2% | +40.8% |
| All | +22.8% | -72.2% | +94.9% | +23.2% |
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