-48.4%
RBLX vs IWD
+72.9%
-121.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.2% |
| 7D | +8.0% | -1.2% | +9.2% | +9.9% |
| 30D | +20.2% | -1.6% | +21.8% | +23.1% |
| 3M | +3.5% | +7.0% | -3.5% | -7.3% |
| 6M | -28.9% | +17.0% | -45.9% | -44.9% |
| YTD | -45.1% | +21.6% | -66.7% | -59.9% |
| 1Y | -66.2% | +28.0% | -94.2% | -77.3% |
| 3Y | +53.5% | +70.6% | -17.1% | -40.2% |
| 5Y | -48.4% | +73.3% | -121.8% | -79.5% |
| All | -48.4% | +72.9% | -121.4% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling