-46.8%
COIN vs IRM
+275.8%
-322.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.8% |
| 7D | -0.1% | +3.0% | -3.2% | -2.1% |
| 30D | +17.5% | -5.2% | +22.7% | +21.7% |
| 3M | +12.4% | -8.0% | +20.4% | +18.1% |
| 6M | -12.5% | +9.2% | -21.7% | -18.8% |
| YTD | -22.7% | +41.0% | -63.7% | -40.4% |
| 1Y | -45.2% | +23.3% | -68.4% | -53.7% |
| 3Y | +112.8% | +102.8% | +10.0% | +6.6% |
| 5Y | -31.9% | +192.8% | -224.6% | -72.7% |
| All | -46.8% | +275.8% | -322.6% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling