-43.8%
COIN vs IP
-9.1%
-34.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -5.2% |
| 7D | +3.4% | -5.3% | +8.6% | +6.0% |
| 30D | +23.2% | -10.9% | +34.0% | +30.1% |
| 3M | +12.5% | +11.2% | +1.3% | +5.1% |
| 6M | -11.6% | -10.2% | -1.4% | -8.5% |
| YTD | -18.4% | -2.0% | -16.4% | -20.5% |
| 1Y | -39.8% | -19.1% | -20.7% | -34.9% |
| 3Y | +136.7% | +20.9% | +115.9% | +77.3% |
| 5Y | -33.7% | -17.8% | -15.9% | -40.5% |
| All | -43.8% | -9.1% | -34.7% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling