+23.1%
IGV vs RBLX
-48.0%
+71.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -2.9% | +5.1% | -8.0% | -3.9% |
| 30D | -1.5% | +28.0% | -29.5% | -6.5% |
| 3M | +11.7% | +4.6% | +7.1% | +8.6% |
| 6M | +18.4% | -24.7% | +43.1% | +22.0% |
| YTD | -3.9% | -43.8% | +39.9% | +4.3% |
| 1Y | -9.7% | -65.8% | +56.1% | +8.2% |
| 3Y | +38.4% | +59.4% | -20.9% | +14.7% |
| All | +23.1% | -48.0% | +71.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 5y: compounded portfolio wealth divided by compounded RBLX 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…
5y analysis · Full analysis span regression · 6 months rolling