-27.8%
COIN vs IJR
+39.9%
-67.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +0.6% |
| 7D | -5.1% | -2.2% | -2.9% | -0.7% |
| 30D | +17.6% | -4.6% | +22.2% | +29.6% |
| 3M | +9.2% | +0.2% | +9.0% | +8.4% |
| 6M | -11.8% | +14.7% | -26.5% | -34.1% |
| YTD | -22.5% | +18.9% | -41.4% | -45.7% |
| 1Y | -45.9% | +19.9% | -65.8% | -62.5% |
| 3Y | +117.4% | +53.0% | +64.4% | -5.6% |
| All | -27.8% | +39.9% | -67.8% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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