-46.2%
RBLX vs IEFA
+50.2%
-96.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | 0.0% |
| 7D | +5.1% | -1.6% | +6.6% | +7.3% |
| 30D | +28.0% | -1.5% | +29.5% | +30.6% |
| 3M | +4.6% | +3.4% | +1.2% | 0.0% |
| 6M | -24.7% | +9.5% | -34.1% | -34.2% |
| YTD | -43.8% | +13.0% | -56.9% | -53.2% |
| 1Y | -65.8% | +18.0% | -83.8% | -73.3% |
| 3Y | +59.4% | +65.4% | -6.0% | -30.0% |
| All | -46.2% | +50.2% | -96.4% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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