-27.8%
COIN vs IR
+32.6%
-60.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.0% |
| 7D | -5.1% | -4.5% | -0.6% | -0.3% |
| 30D | +17.6% | -13.9% | +31.5% | +37.3% |
| 3M | +9.2% | -0.3% | +9.6% | +5.9% |
| 6M | -11.8% | -14.3% | +2.6% | -1.3% |
| YTD | -22.5% | -7.9% | -14.6% | -22.1% |
| 1Y | -45.9% | -9.9% | -36.0% | -44.9% |
| 3Y | +117.4% | +6.5% | +110.9% | +77.8% |
| All | -27.8% | +32.6% | -60.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling