+72.8%
IWM vs GRAB
-72.7%
+145.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.2% |
| 7D | +1.4% | -6.1% | +7.5% | +2.2% |
| 30D | -2.3% | -11.2% | +8.9% | -0.9% |
| 3M | +4.0% | -2.4% | +6.4% | +4.1% |
| 6M | +17.9% | -18.3% | +36.3% | +20.5% |
| YTD | +20.2% | -34.9% | +55.1% | +26.0% |
| 1Y | +25.0% | -37.4% | +62.3% | +31.4% |
| 3Y | +66.0% | -12.6% | +78.6% | +65.5% |
| 5Y | +40.0% | -69.7% | +109.8% | +40.2% |
| All | +72.8% | -72.7% | +145.4% | +74.8% |
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