-35.9%
RBLX vs IWF
+110.5%
-146.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +8.0% | +0.5% | +7.5% | +7.1% |
| 30D | +20.2% | -1.4% | +21.5% | +22.6% |
| 3M | +3.5% | +0.4% | +3.1% | +2.4% |
| 6M | -28.9% | +8.5% | -37.4% | -37.9% |
| YTD | -45.1% | +3.7% | -48.7% | -48.1% |
| 1Y | -66.2% | +8.5% | -74.7% | -70.3% |
| 3Y | +53.5% | +78.5% | -25.1% | -46.4% |
| 5Y | -48.4% | +73.6% | -122.1% | -78.6% |
| All | -35.9% | +110.5% | -146.4% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling