+17.5%
IJR vs GRAB
-40.2%
+57.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -4.3% |
| 7D | -3.2% | +26.1% | -29.3% | -6.7% |
| 30D | -1.0% | +13.4% | -14.3% | -3.0% |
| 3M | -7.4% | -7.0% | -0.4% | -6.2% |
| 6M | +0.2% | -5.4% | +5.6% | +0.8% |
| YTD | +15.3% | -30.3% | +45.6% | +20.9% |
| 1Y | +17.5% | -38.3% | +55.8% | +26.1% |
| All | +17.5% | -40.2% | +57.6% | +26.1% |
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