-46.2%
RBLX vs IEF
-9.5%
-36.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.1% | -1.3% | +6.4% | +6.3% |
| 30D | +28.0% | -1.7% | +29.8% | +30.1% |
| 3M | +4.6% | -2.5% | +7.2% | +7.2% |
| 6M | -24.7% | -3.3% | -21.4% | -22.3% |
| YTD | -43.8% | -2.8% | -41.0% | -42.3% |
| 1Y | -65.8% | -2.7% | -63.1% | -64.9% |
| 3Y | +59.4% | +8.9% | +50.5% | +45.6% |
| All | -46.2% | -9.5% | -36.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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