-24.7%
RBLX vs IEF
-3.5%
-21.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +2.0% |
| 7D | +5.1% | -1.3% | +6.4% | +10.0% |
| 30D | +28.0% | -1.7% | +29.8% | +36.1% |
| 3M | +4.6% | -2.5% | +7.2% | +14.3% |
| 6M | -24.7% | -3.3% | -21.4% | -16.3% |
| All | -24.7% | -3.5% | -21.1% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling