-27.8%
COIN vs IJH
+48.0%
-75.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | 0.0% |
| 7D | -5.1% | -1.9% | -3.2% | -0.9% |
| 30D | +17.6% | -4.6% | +22.2% | +31.0% |
| 3M | +9.2% | -1.2% | +10.4% | +12.0% |
| 6M | -11.8% | +9.4% | -21.2% | -28.6% |
| YTD | -22.5% | +13.3% | -35.8% | -41.5% |
| 1Y | -45.9% | +13.4% | -59.3% | -58.8% |
| 3Y | +117.4% | +50.4% | +66.9% | -8.2% |
| All | -27.8% | +48.0% | -75.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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