-21.2%
COIN vs IFF
-35.3%
+14.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.5% | +9.3% |
| 7D | +3.7% | -3.4% | +7.1% | +5.6% |
| 30D | +28.9% | -0.9% | +29.8% | +29.4% |
| 3M | +19.8% | +7.2% | +12.7% | +14.8% |
| 6M | -2.1% | +21.2% | -23.3% | -13.8% |
| YTD | -15.3% | +25.2% | -40.5% | -28.4% |
| 1Y | -40.7% | +30.2% | -71.0% | -51.4% |
| 3Y | +129.4% | +29.9% | +99.5% | +64.0% |
| 5Y | -21.2% | -33.6% | +12.4% | +11.7% |
| All | -21.2% | -35.3% | +14.1% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling