+54.5%
RBLX vs IWD
+71.7%
-17.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.3% |
| 7D | +10.2% | -0.2% | +10.4% | +10.3% |
| 30D | +18.6% | -0.8% | +19.4% | +19.4% |
| 3M | +6.0% | +8.0% | -2.1% | -2.5% |
| 6M | -29.5% | +18.2% | -47.6% | -41.2% |
| YTD | -44.7% | +22.3% | -67.0% | -55.3% |
| 1Y | -65.1% | +28.9% | -94.0% | -73.3% |
| 3Y | +54.5% | +71.5% | -17.0% | -18.0% |
| All | +54.5% | +71.7% | -17.2% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling