-35.9%
RBLX vs IAG
+554.1%
-590.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +8.0% | +1.7% | +6.3% | +7.7% |
| 30D | +20.2% | +11.4% | +8.7% | +18.0% |
| 3M | +3.5% | +33.0% | -29.5% | -1.2% |
| 6M | -28.9% | -6.0% | -22.9% | -29.2% |
| YTD | -45.1% | +24.6% | -69.6% | -47.5% |
| 1Y | -66.2% | +105.0% | -171.2% | -70.0% |
| 3Y | +53.5% | +837.9% | -784.4% | +7.0% |
| 5Y | -48.4% | +817.0% | -865.4% | -67.2% |
| All | -35.9% | +554.1% | -590.1% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling