-46.6%
COIN vs ILMN
-47.8%
+1.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +0.1% |
| 7D | -5.1% | -5.4% | +0.3% | -1.8% |
| 30D | +17.6% | +7.0% | +10.6% | +13.5% |
| 3M | +9.2% | +24.2% | -15.0% | -4.6% |
| 6M | -11.8% | +69.9% | -81.7% | -36.9% |
| YTD | -22.5% | +57.4% | -79.9% | -43.3% |
| 1Y | -45.9% | +107.9% | -153.8% | -67.9% |
| 3Y | +117.4% | +37.1% | +80.2% | +58.9% |
| 5Y | -29.4% | -53.7% | +24.3% | +8.7% |
| All | -46.6% | -47.8% | +1.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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