-27.8%
COIN vs IEF
-9.5%
-18.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.1% | -1.3% | -3.7% | -4.4% |
| 30D | +17.6% | -1.7% | +19.3% | +18.8% |
| 3M | +9.2% | -2.5% | +11.8% | +10.8% |
| 6M | -11.8% | -3.3% | -8.5% | -10.1% |
| YTD | -22.5% | -2.8% | -19.7% | -21.2% |
| 1Y | -45.9% | -2.7% | -43.2% | -45.0% |
| 3Y | +117.4% | +8.9% | +108.5% | +103.2% |
| All | -27.8% | -9.5% | -18.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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