-58.5%
COIN vs IP
-15.4%
-43.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.8% |
| 7D | -10.1% | -2.8% | -7.3% | -8.7% |
| 30D | -24.5% | +9.2% | -33.7% | -27.8% |
| 3M | -8.3% | -16.1% | +7.9% | -0.7% |
| 6M | -37.1% | +9.6% | -46.7% | -41.3% |
| YTD | -39.7% | -8.8% | -31.0% | -39.5% |
| 1Y | -55.2% | -5.5% | -49.7% | -56.0% |
| 3Y | +46.7% | +19.6% | +27.0% | +7.5% |
| 5Y | -59.5% | -13.5% | -46.0% | -62.4% |
| All | -58.5% | -15.4% | -43.1% | -65.6% |
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