-27.8%
COIN vs ICE
+40.4%
-68.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| 3M | +9.2% | +13.7% | -4.4% | -8.3% |
| 6M | -11.8% | +0.9% | -12.7% | -13.4% |
| YTD | -22.5% | -2.1% | -20.4% | -21.8% |
| 1Y | -45.9% | -9.5% | -36.4% | -39.5% |
| 3Y | +117.4% | +42.1% | +75.3% | +11.3% |
| All | -27.8% | +40.4% | -68.2% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling