+113.7%
COIN vs IR
+5.0%
+108.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | -10.6% | -3.1% | -7.5% | -8.2% |
| 30D | +16.0% | -14.0% | +30.0% | +31.7% |
| 3M | +11.9% | +3.7% | +8.2% | +5.0% |
| 6M | -12.3% | -15.4% | +3.0% | -2.0% |
| YTD | -23.8% | -7.7% | -16.1% | -23.5% |
| 1Y | -45.4% | -8.8% | -36.5% | -44.9% |
| All | +113.7% | +5.0% | +108.7% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling