-66.6%
RBLX vs IAG
+119.5%
-186.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.8% |
| 7D | +12.4% | -0.5% | +12.9% | +12.4% |
| 30D | +19.7% | +28.9% | -9.2% | +13.1% |
| 3M | -0.1% | +19.1% | -19.2% | -4.6% |
| 6M | -35.7% | -10.3% | -25.5% | -35.6% |
| YTD | -46.6% | +24.2% | -70.7% | -48.5% |
| 1Y | -66.6% | +116.5% | -183.1% | -71.4% |
| All | -66.6% | +119.5% | -186.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling