+117.4%
COIN vs ITW
+20.2%
+97.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | -5.1% | -0.7% | -4.4% | -4.6% |
| 30D | +17.6% | -8.3% | +25.9% | +24.2% |
| 3M | +9.2% | +6.0% | +3.2% | +3.5% |
| 6M | -11.8% | 0.0% | -11.8% | -13.2% |
| YTD | -22.5% | +10.2% | -32.7% | -31.3% |
| 1Y | -45.9% | +3.2% | -49.1% | -49.1% |
| 3Y | +117.4% | +21.0% | +96.4% | +72.9% |
| All | +117.4% | +20.2% | +97.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling