-32.1%
COIN vs IOT
+54.1%
-86.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.1% | -4.5% | -0.6% | -2.7% |
| 30D | +17.6% | -2.4% | +20.0% | +18.9% |
| 3M | +9.2% | +19.0% | -9.7% | -2.6% |
| 6M | -11.8% | +19.6% | -31.4% | -23.3% |
| YTD | -22.5% | +8.3% | -30.8% | -30.8% |
| 1Y | -45.9% | -0.8% | -45.1% | -49.6% |
| 3Y | +117.4% | +24.4% | +93.0% | +59.3% |
| All | -32.1% | +54.1% | -86.3% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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