+59.4%
RBLX vs IJH
+49.7%
+9.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | +5.1% | -1.9% | +6.9% | +6.8% |
| 30D | +28.0% | -4.6% | +32.7% | +33.4% |
| 3M | +4.6% | -1.2% | +5.8% | +5.5% |
| 6M | -24.7% | +9.4% | -34.1% | -30.8% |
| YTD | -43.8% | +13.3% | -57.2% | -49.7% |
| 1Y | -65.8% | +13.4% | -79.2% | -69.4% |
| 3Y | +59.4% | +50.4% | +8.9% | +5.9% |
| All | +59.4% | +49.7% | +9.6% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling