-46.6%
COIN vs IJH
+50.4%
-97.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | 0.0% |
| 7D | -5.1% | -1.9% | -3.2% | -1.1% |
| 30D | +17.6% | -4.6% | +22.2% | +30.4% |
| 3M | +9.2% | -1.2% | +10.4% | +12.0% |
| 6M | -11.8% | +9.4% | -21.2% | -27.8% |
| YTD | -22.5% | +13.3% | -35.8% | -40.6% |
| 1Y | -45.9% | +13.4% | -59.3% | -58.2% |
| 3Y | +117.4% | +50.4% | +66.9% | -2.2% |
| 5Y | -29.4% | +49.0% | -78.4% | -62.9% |
| All | -46.6% | +50.4% | -97.0% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling