-27.8%
COIN vs IOVA
-62.2%
+34.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -3.9% | +0.6% |
| 7D | -5.1% | -2.2% | -2.9% | -4.7% |
| 30D | +17.6% | +27.6% | -10.0% | +11.7% |
| 3M | +9.2% | +117.2% | -107.9% | -9.4% |
| 6M | -11.8% | +77.7% | -89.5% | -25.1% |
| YTD | -22.5% | +215.0% | -237.5% | -42.9% |
| 1Y | -45.9% | +255.4% | -301.3% | -62.0% |
| 3Y | +117.4% | +42.6% | +74.8% | +47.3% |
| All | -27.8% | -62.2% | +34.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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