-46.6%
COIN vs IFF
-31.8%
-14.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.0% |
| 7D | -5.1% | -3.2% | -1.9% | -3.5% |
| 30D | +17.6% | -0.3% | +17.9% | +17.7% |
| 3M | +9.2% | +8.4% | +0.8% | +4.2% |
| 6M | -11.8% | +23.0% | -34.8% | -22.7% |
| YTD | -22.5% | +25.5% | -48.0% | -34.1% |
| 1Y | -45.9% | +29.1% | -75.0% | -55.1% |
| 3Y | +117.4% | +31.7% | +85.7% | +56.8% |
| 5Y | -29.4% | -35.2% | +5.8% | -7.5% |
| All | -46.6% | -31.8% | -14.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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