-27.8%
COIN vs IRM
+197.3%
-225.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.2% |
| 7D | -5.1% | -1.4% | -3.6% | -4.0% |
| 30D | +17.6% | -7.4% | +25.0% | +24.1% |
| 3M | +9.2% | -7.4% | +16.6% | +14.5% |
| 6M | -11.8% | +8.7% | -20.4% | -18.2% |
| YTD | -22.5% | +40.9% | -63.4% | -41.3% |
| 1Y | -45.9% | +20.5% | -66.4% | -54.1% |
| 3Y | +117.4% | +101.7% | +15.7% | +1.0% |
| All | -27.8% | +197.3% | -225.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling