-66.6%
RBLX vs IJH
+18.2%
-84.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +12.4% | +0.1% | +12.3% | +12.3% |
| 30D | +19.7% | -1.5% | +21.2% | +21.3% |
| 3M | -0.1% | +0.8% | -0.9% | -1.0% |
| 6M | -35.7% | +7.6% | -43.3% | -40.9% |
| YTD | -46.6% | +15.5% | -62.0% | -53.1% |
| 1Y | -66.6% | +16.9% | -83.5% | -71.1% |
| All | -66.6% | +18.2% | -84.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling