-26.0%
RBLX vs IWD
+95.9%
-122.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | +7.9% | +1.7% | +6.2% | +5.3% |
| 30D | +3.9% | +3.2% | +0.6% | -0.3% |
| 3M | +44.7% | +2.3% | +42.4% | +40.8% |
| 6M | +23.8% | +12.9% | +10.8% | +3.8% |
| YTD | -36.5% | +26.2% | -62.8% | -55.1% |
| 1Y | -50.7% | +28.3% | -79.0% | -66.0% |
| 3Y | +33.8% | +84.4% | -50.5% | -50.9% |
| 5Y | -52.2% | +73.0% | -125.2% | -80.4% |
| All | -26.0% | +95.9% | -122.0% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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