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  • RBLX vs IRM✓SelectedUSD · IRMRBLX vs IRM performance historyLatest closeAs of+0.81%09/10
Stock and ETF performance explorer

RBLX vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-48.9%
IRM return
+186.9%
Excess return
-235.8%
Maximum drawdown
-82.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+0.8%-2.0%+2.8%+1.7%
7D+8.1%-1.8%+9.9%+9.0%
30D+23.9%-7.8%+31.7%+28.2%
3M+8.1%-7.9%+16.0%+11.4%
6M-23.7%+6.3%-30.0%-27.8%
YTD-44.6%+38.2%-82.8%-54.4%
1Y-66.2%+19.8%-86.0%-70.3%
3Y+54.7%+98.8%-44.1%-10.5%
5Y-48.9%+191.8%-240.7%-77.9%
All-48.9%+186.9%-235.8%-77.9%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling