-50.7%
COIN vs ICE
+21.0%
-71.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.8% | +2.6% |
| 7D | -6.7% | +12.2% | -18.8% | -14.4% |
| 30D | -19.5% | +15.0% | -34.5% | -28.1% |
| 3M | +0.5% | +17.6% | -17.1% | -11.0% |
| 6M | -25.4% | +12.6% | -38.0% | -31.3% |
| YTD | -33.0% | +9.1% | -42.1% | -38.5% |
| 1Y | -50.7% | +20.6% | -71.3% | -57.4% |
| All | -50.7% | +21.0% | -71.7% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling