-34.5%
RBLX vs IAG
+545.2%
-579.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +5.1% | -1.1% | +6.1% | +5.2% |
| 30D | +28.0% | +12.1% | +15.9% | +25.6% |
| 3M | +4.6% | +25.5% | -20.9% | +0.6% |
| 6M | -24.7% | -7.1% | -17.5% | -24.8% |
| YTD | -43.8% | +22.9% | -66.7% | -46.2% |
| 1Y | -65.8% | +83.3% | -149.1% | -69.1% |
| 3Y | +59.4% | +808.5% | -749.2% | +11.6% |
| 5Y | -48.2% | +838.0% | -886.2% | -67.3% |
| All | -34.5% | +545.2% | -579.8% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling