+59.4%
RBLX vs IWF
+76.9%
-17.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | +5.1% | -0.9% | +6.0% | +6.1% |
| 30D | +28.0% | -1.7% | +29.8% | +30.4% |
| 3M | +4.6% | +0.7% | +4.0% | +3.8% |
| 6M | -24.7% | +8.6% | -33.2% | -31.2% |
| YTD | -43.8% | +3.5% | -47.4% | -45.8% |
| 1Y | -65.8% | +7.0% | -72.8% | -68.0% |
| 3Y | +59.4% | +76.3% | -17.0% | -15.9% |
| All | +59.4% | +76.9% | -17.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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