-27.8%
COIN vs IDXX
-26.5%
-1.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -5.1% | -5.7% | +0.7% | -0.3% |
| 30D | +17.6% | -11.5% | +29.1% | +29.5% |
| 3M | +9.2% | -9.5% | +18.8% | +16.7% |
| 6M | -11.8% | -16.0% | +4.2% | -0.3% |
| YTD | -22.5% | -25.4% | +2.9% | -2.9% |
| 1Y | -45.9% | -21.8% | -24.1% | -36.5% |
| 3Y | +117.4% | +7.0% | +110.4% | +59.9% |
| All | -27.8% | -26.5% | -1.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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