-34.5%
RBLX vs IJH
+56.9%
-91.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.3% |
| 7D | +5.1% | -1.9% | +6.9% | +7.6% |
| 30D | +28.0% | -4.6% | +32.7% | +36.1% |
| 3M | +4.6% | -1.2% | +5.8% | +5.9% |
| 6M | -24.7% | +9.4% | -34.1% | -33.8% |
| YTD | -43.8% | +13.3% | -57.2% | -52.8% |
| 1Y | -65.8% | +13.4% | -79.2% | -71.3% |
| 3Y | +59.4% | +50.4% | +8.9% | -17.4% |
| 5Y | -48.2% | +49.0% | -97.2% | -71.4% |
| All | -34.5% | +56.9% | -91.4% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling