+63.1%
IWM vs GRAB
-72.8%
+135.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -5.0% | +6.4% | +2.0% |
| 30D | +2.3% | +11.3% | -9.1% | +0.8% |
| 3M | -8.3% | -12.4% | +4.1% | -7.1% |
| 6M | -1.3% | -10.7% | +9.4% | -0.4% |
| YTD | +13.5% | -35.1% | +48.6% | +18.7% |
| 1Y | +18.4% | -41.5% | +59.9% | +25.3% |
| 3Y | +69.6% | -2.7% | +72.3% | +66.9% |
| 5Y | +23.3% | -80.2% | +103.5% | +27.4% |
| All | +63.1% | -72.8% | +135.9% | +64.7% |
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 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