+49.4%
IGV vs RBLX
-30.4%
+79.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -5.4% | +8.1% | -13.5% | -6.9% |
| 30D | -2.6% | +23.9% | -26.5% | -6.7% |
| 3M | +10.5% | +8.1% | +2.4% | +6.8% |
| 6M | +18.2% | -23.7% | +41.9% | +21.3% |
| YTD | -4.2% | -44.6% | +40.4% | +3.9% |
| 1Y | -9.8% | -66.2% | +56.4% | +7.4% |
| 3Y | +39.1% | +54.7% | -15.6% | +17.4% |
| 5Y | +21.2% | -48.9% | +70.1% | +11.1% |
| All | +49.4% | -30.4% | +79.8% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling