+69.4%
IWM vs GRAB
-74.3%
+143.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -2.4% | -10.8% | +8.4% | -1.1% |
| 30D | -4.6% | -15.5% | +10.9% | -2.6% |
| 3M | -0.3% | -9.0% | +8.7% | +0.6% |
| 6M | +14.7% | -21.6% | +36.3% | +17.8% |
| YTD | +17.8% | -38.9% | +56.7% | +24.5% |
| 1Y | +21.2% | -44.8% | +66.1% | +29.4% |
| 3Y | +62.3% | -18.4% | +80.8% | +63.2% |
| 5Y | +38.7% | -71.6% | +110.4% | +39.9% |
| All | +69.4% | -74.3% | +143.7% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling