-46.8%
COIN vs IR
+49.9%
-96.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -0.3% |
| 7D | -0.1% | -1.9% | +1.8% | +1.8% |
| 30D | +17.5% | -15.0% | +32.6% | +37.8% |
| 3M | +12.4% | -0.4% | +12.8% | +9.2% |
| 6M | -12.5% | -15.0% | +2.5% | -1.6% |
| YTD | -22.7% | -7.1% | -15.7% | -22.7% |
| 1Y | -45.2% | -7.5% | -37.7% | -45.5% |
| 3Y | +112.8% | +6.3% | +106.5% | +82.7% |
| 5Y | -31.9% | +37.3% | -69.2% | -57.7% |
| All | -46.8% | +49.9% | -96.7% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling