-46.6%
COIN vs ITOT
+88.2%
-134.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | -0.5% |
| 7D | -5.1% | -0.9% | -4.2% | -2.6% |
| 30D | +17.6% | -1.5% | +19.0% | +22.9% |
| 3M | +9.2% | +3.6% | +5.7% | -0.2% |
| 6M | -11.8% | +13.7% | -25.5% | -37.0% |
| YTD | -22.5% | +12.9% | -35.4% | -42.5% |
| 1Y | -45.9% | +17.2% | -63.1% | -63.0% |
| 3Y | +117.4% | +75.6% | +41.8% | -44.9% |
| 5Y | -29.4% | +75.5% | -104.9% | -78.9% |
| All | -46.6% | +88.2% | -134.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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