+59.4%
RBLX vs IVZ
+134.7%
-75.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +5.1% | -2.4% | +7.4% | +6.0% |
| 30D | +28.0% | +3.0% | +25.0% | +26.5% |
| 3M | +4.6% | +14.9% | -10.2% | -1.5% |
| 6M | -24.7% | +36.7% | -61.4% | -34.0% |
| YTD | -43.8% | +25.7% | -69.5% | -49.1% |
| 1Y | -65.8% | +47.7% | -113.5% | -70.8% |
| 3Y | +59.4% | +138.8% | -79.5% | +4.0% |
| All | +59.4% | +134.7% | -75.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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