-46.6%
COIN vs ICE
+42.0%
-88.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.4% |
| 7D | -5.1% | -2.4% | -2.7% | -2.0% |
| 30D | +17.6% | +4.0% | +13.6% | +12.2% |
| 3M | +9.2% | +13.7% | -4.4% | -7.9% |
| 6M | -11.8% | +0.9% | -12.7% | -13.3% |
| YTD | -22.5% | -2.1% | -20.4% | -21.8% |
| 1Y | -45.9% | -9.5% | -36.4% | -39.6% |
| 3Y | +117.4% | +42.1% | +75.3% | +14.5% |
| 5Y | -29.4% | +41.4% | -70.8% | -63.3% |
| All | -46.6% | +42.0% | -88.6% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling