+80.2%
IJR vs GRAB
-74.3%
+154.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -2.2% | -10.8% | +8.7% | -1.1% |
| 30D | -4.6% | -15.5% | +10.9% | -3.1% |
| 3M | +0.2% | -9.0% | +9.2% | +1.0% |
| 6M | +14.7% | -21.6% | +36.3% | +17.1% |
| YTD | +18.9% | -38.9% | +57.7% | +24.0% |
| 1Y | +19.9% | -44.8% | +64.8% | +26.1% |
| 3Y | +53.0% | -18.4% | +71.5% | +53.7% |
| 5Y | +40.9% | -71.6% | +112.5% | +40.1% |
| All | +80.2% | -74.3% | +154.6% | +80.9% |
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 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