+36.8%
IYR vs GRAB
-74.3%
+111.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -1.4% | -10.8% | +9.5% | -0.7% |
| 30D | -2.7% | -15.5% | +12.8% | -1.8% |
| 3M | -2.1% | -9.0% | +6.8% | -1.7% |
| 6M | +3.6% | -21.6% | +25.2% | +4.9% |
| YTD | +8.1% | -38.9% | +47.0% | +10.9% |
| 1Y | +4.7% | -44.8% | +49.6% | +7.9% |
| 3Y | +29.1% | -18.4% | +47.6% | +28.9% |
| 5Y | +6.9% | -71.6% | +78.6% | +5.2% |
| All | +36.8% | -74.3% | +111.1% | +34.8% |
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 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