-28.2%
RBLX vs IBB
+40.5%
-68.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | +1.2% | -0.5% | +1.8% | +1.9% |
| 30D | +5.0% | +4.6% | +0.4% | +0.3% |
| 3M | +31.5% | +6.8% | +24.7% | +20.9% |
| 6M | +18.9% | +23.1% | -4.2% | -7.0% |
| YTD | -38.4% | +26.0% | -64.4% | -53.5% |
| 1Y | -50.7% | +30.4% | -81.1% | -64.4% |
| 3Y | +28.8% | +85.4% | -56.6% | -46.9% |
| 5Y | -53.6% | +39.7% | -93.3% | -71.2% |
| All | -28.2% | +40.5% | -68.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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