-47.5%
COIN vs IAG
+514.4%
-561.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -10.6% | -4.1% | -6.5% | -9.7% |
| 30D | +16.0% | +10.6% | +5.3% | +13.6% |
| 3M | +11.9% | +35.4% | -23.5% | +4.8% |
| 6M | -12.3% | -9.5% | -2.8% | -11.4% |
| YTD | -23.8% | +21.8% | -45.6% | -27.8% |
| 1Y | -45.4% | +84.1% | -129.5% | -52.4% |
| 3Y | +109.9% | +817.4% | -707.5% | +27.1% |
| 5Y | -30.6% | +830.1% | -860.7% | -60.9% |
| All | -47.5% | +514.4% | -561.9% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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