-50.7%
COIN vs IR
+11.7%
-62.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -6.7% | +11.6% | -18.2% | -9.9% |
| 30D | -19.5% | +7.2% | -26.7% | -21.2% |
| 3M | +0.5% | -5.9% | +6.4% | +2.5% |
| 6M | -25.4% | +11.5% | -36.8% | -29.0% |
| YTD | -33.0% | +6.3% | -39.3% | -33.9% |
| 1Y | -50.7% | +9.1% | -59.8% | -52.7% |
| All | -50.7% | +11.7% | -62.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling