+38.2%
IWM vs GRAB
-72.0%
+110.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.5% | -12.0% | +9.5% | -1.0% |
| 30D | -4.4% | -19.5% | +15.1% | -1.8% |
| 3M | +2.2% | -8.0% | +10.2% | +3.1% |
| 6M | +14.0% | -22.2% | +36.2% | +17.3% |
| YTD | +17.4% | -39.7% | +57.0% | +24.3% |
| 1Y | +22.9% | -43.2% | +66.2% | +31.0% |
| 3Y | +62.1% | -19.1% | +81.1% | +63.1% |
| 5Y | +38.2% | -72.0% | +110.2% | +36.2% |
| All | +38.2% | -72.0% | +110.2% | +36.2% |
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