-47.0%
RBLX vs IAG
+813.2%
-860.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | +8.1% | -4.1% | +12.2% | +8.7% |
| 30D | +23.9% | +10.6% | +13.3% | +21.9% |
| 3M | +8.1% | +35.4% | -27.2% | +3.1% |
| 6M | -23.7% | -9.5% | -14.2% | -23.6% |
| YTD | -44.6% | +21.8% | -66.4% | -46.8% |
| 1Y | -66.2% | +84.1% | -150.4% | -69.4% |
| 3Y | +54.7% | +817.4% | -762.6% | +10.7% |
| All | -47.0% | +813.2% | -860.2% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling