+52.0%
IGV vs GRAB
-74.4%
+126.4%
-45.9%
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% | +0.3% |
| 7D | -1.5% | -13.9% | +12.3% | +1.0% |
| 30D | -3.0% | -17.2% | +14.1% | 0.0% |
| 3M | +9.6% | -7.9% | +17.5% | +10.9% |
| 6M | +16.1% | -23.2% | +39.4% | +21.1% |
| YTD | -3.6% | -39.1% | +35.4% | +4.3% |
| 1Y | -7.8% | -42.5% | +34.7% | +0.5% |
| 3Y | +40.0% | -18.3% | +58.3% | +41.4% |
| 5Y | +21.2% | -71.7% | +92.9% | +26.0% |
| All | +52.0% | -74.4% | +126.4% | +56.6% |
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