-34.5%
RBLX vs IRM
+292.4%
-326.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.5% |
| 7D | +5.1% | -1.4% | +6.5% | +5.7% |
| 30D | +28.0% | -7.4% | +35.4% | +32.0% |
| 3M | +4.6% | -7.4% | +12.0% | +7.4% |
| 6M | -24.7% | +8.7% | -33.3% | -29.0% |
| YTD | -43.8% | +40.9% | -84.8% | -53.5% |
| 1Y | -65.8% | +20.5% | -86.3% | -69.6% |
| 3Y | +59.4% | +101.7% | -42.3% | -2.4% |
| 5Y | -48.2% | +197.7% | -245.9% | -74.8% |
| All | -34.5% | +292.4% | -326.9% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling