+29.1%
IYR vs GRAB
-18.7%
+47.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -1.4% | -10.8% | +9.5% | -0.5% |
| 30D | -2.7% | -15.5% | +12.8% | -1.4% |
| 3M | -2.1% | -9.0% | +6.8% | -1.6% |
| 6M | +3.6% | -21.6% | +25.2% | +5.4% |
| YTD | +8.1% | -38.9% | +47.0% | +12.1% |
| 1Y | +4.7% | -44.8% | +49.6% | +9.2% |
| 3Y | +29.1% | -18.4% | +47.6% | +28.5% |
| All | +29.1% | -18.7% | +47.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling