-34.5%
RBLX vs IWD
+89.9%
-124.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.1% |
| 7D | +5.1% | -0.8% | +5.9% | +6.2% |
| 30D | +28.0% | -0.8% | +28.9% | +29.4% |
| 3M | +4.6% | +6.9% | -2.3% | -5.8% |
| 6M | -24.7% | +18.3% | -42.9% | -41.9% |
| YTD | -43.8% | +22.4% | -66.2% | -58.7% |
| 1Y | -65.8% | +27.4% | -93.2% | -76.4% |
| 3Y | +59.4% | +71.2% | -11.8% | -34.4% |
| 5Y | -48.2% | +75.7% | -123.9% | -78.3% |
| All | -34.5% | +89.9% | -124.5% | -77.0% |
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