-50.7%
COIN vs IRM
+19.5%
-70.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.0% |
| 7D | -6.7% | +2.6% | -9.3% | -8.1% |
| 30D | -19.5% | +5.6% | -25.1% | -22.1% |
| 3M | +0.5% | -4.7% | +5.2% | +3.3% |
| 6M | -25.4% | -6.1% | -19.3% | -22.7% |
| YTD | -33.0% | +46.3% | -79.3% | -51.1% |
| 1Y | -50.7% | +18.7% | -69.4% | -55.8% |
| All | -50.7% | +19.5% | -70.2% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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