+39.8%
IJR vs GRAB
-71.8%
+111.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -2.2% | -10.8% | +8.7% | -1.0% |
| 30D | -4.6% | -15.5% | +10.9% | -3.0% |
| 3M | +0.2% | -9.0% | +9.2% | +1.0% |
| 6M | +14.7% | -21.6% | +36.3% | +17.3% |
| YTD | +18.9% | -38.9% | +57.7% | +24.4% |
| 1Y | +19.9% | -44.8% | +64.8% | +26.6% |
| 3Y | +53.0% | -18.4% | +71.5% | +53.7% |
| All | +39.8% | -71.8% | +111.6% | +36.9% |
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