+12.1%
IJH vs GRAB
-40.2%
+52.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.6% | -7.5% | -4.4% |
| 7D | -3.4% | +26.1% | -29.5% | -6.7% |
| 30D | -3.1% | +13.4% | -16.5% | -5.0% |
| 3M | -6.6% | -7.0% | +0.3% | -5.5% |
| 6M | -1.6% | -5.4% | +3.8% | -1.0% |
| YTD | +9.5% | -30.3% | +39.7% | +15.0% |
| 1Y | +12.1% | -38.3% | +50.4% | +20.2% |
| All | +12.1% | -40.2% | +52.2% | +20.2% |
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 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