-46.8%
COIN vs IP
-15.4%
-31.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.7% | +0.1% |
| 7D | -0.1% | -4.6% | +4.4% | +2.1% |
| 30D | +17.5% | -15.3% | +32.8% | +27.1% |
| 3M | +12.4% | +2.7% | +9.7% | +9.3% |
| 6M | -12.5% | -7.4% | -5.2% | -11.6% |
| YTD | -22.7% | -8.8% | -13.9% | -22.1% |
| 1Y | -45.2% | -22.4% | -22.7% | -39.6% |
| 3Y | +112.8% | +14.2% | +98.6% | +62.9% |
| 5Y | -31.9% | -21.8% | -10.1% | -36.8% |
| All | -46.8% | -15.4% | -31.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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