-35.5%
RBLX vs IOVA
-75.6%
+40.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +10.2% | +5.1% | +5.1% | +9.6% |
| 30D | +18.6% | +37.2% | -18.6% | +14.0% |
| 3M | +6.0% | +117.5% | -111.5% | -4.5% |
| 6M | -29.5% | +69.6% | -99.0% | -35.2% |
| YTD | -44.7% | +218.7% | -263.4% | -53.3% |
| 1Y | -65.1% | +265.5% | -330.7% | -71.4% |
| 3Y | +54.5% | +46.2% | +8.3% | +18.8% |
| 5Y | -46.3% | -63.2% | +16.9% | -52.5% |
| All | -35.5% | -75.6% | +40.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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