+35.7%
IYR vs GRAB
-74.7%
+110.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -2.8% | -12.0% | +9.2% | -2.1% |
| 30D | -2.5% | -19.5% | +17.0% | -1.4% |
| 3M | -3.0% | -8.0% | +5.0% | -2.6% |
| 6M | +1.6% | -22.2% | +23.9% | +2.9% |
| YTD | +7.3% | -39.7% | +47.0% | +10.1% |
| 1Y | +5.6% | -43.2% | +48.8% | +8.6% |
| 3Y | +28.1% | -19.1% | +47.2% | +28.0% |
| 5Y | +6.1% | -72.0% | +78.1% | +4.5% |
| All | +35.7% | -74.7% | +110.4% | +33.8% |
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