-28.2%
RBLX vs IWD
+96.4%
-124.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.3% |
| 7D | +1.2% | +2.3% | -1.0% | -2.0% |
| 30D | +5.0% | +3.6% | +1.4% | +0.2% |
| 3M | +31.5% | +2.2% | +29.4% | +28.2% |
| 6M | +18.9% | +13.0% | +6.0% | -0.3% |
| YTD | -38.4% | +26.5% | -64.9% | -56.6% |
| 1Y | -50.7% | +30.1% | -80.9% | -66.8% |
| 3Y | +28.8% | +84.9% | -56.1% | -52.9% |
| 5Y | -53.6% | +73.4% | -127.0% | -81.1% |
| All | -28.2% | +96.4% | -124.6% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling