+84.0%
IJH vs GRAB
-74.3%
+158.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -1.9% | -10.8% | +9.0% | -0.8% |
| 30D | -4.6% | -15.5% | +10.9% | -3.1% |
| 3M | -1.2% | -9.0% | +7.8% | -0.4% |
| 6M | +9.4% | -21.6% | +31.0% | +11.7% |
| YTD | +13.3% | -38.9% | +52.2% | +18.4% |
| 1Y | +13.4% | -44.8% | +58.2% | +19.4% |
| 3Y | +50.4% | -18.4% | +68.9% | +51.1% |
| 5Y | +49.0% | -71.6% | +120.6% | +48.7% |
| All | +84.0% | -74.3% | +158.4% | +87.0% |
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