-46.6%
COIN vs IEFA
+60.0%
-106.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | -0.4% |
| 7D | -5.1% | -1.6% | -3.5% | -1.7% |
| 30D | +17.6% | -1.5% | +19.1% | +22.1% |
| 3M | +9.2% | +3.4% | +5.8% | +2.6% |
| 6M | -11.8% | +9.5% | -21.2% | -27.1% |
| YTD | -22.5% | +13.0% | -35.5% | -40.1% |
| 1Y | -45.9% | +18.0% | -63.9% | -61.6% |
| 3Y | +117.4% | +65.4% | +52.0% | -26.1% |
| 5Y | -29.4% | +51.6% | -81.0% | -71.2% |
| All | -46.6% | +60.0% | -106.6% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 all: compounded portfolio wealth divided by compounded IEFA 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…
all analysis · Full analysis span regression · 6 months rolling