-46.6%
COIN vs IWD
+82.7%
-129.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | -0.5% |
| 7D | -5.1% | -0.8% | -4.3% | -3.1% |
| 30D | +17.6% | -0.8% | +18.4% | +20.3% |
| 3M | +9.2% | +6.9% | +2.3% | -8.2% |
| 6M | -11.8% | +18.3% | -30.0% | -42.9% |
| YTD | -22.5% | +22.4% | -44.9% | -53.5% |
| 1Y | -45.9% | +27.4% | -73.3% | -70.4% |
| 3Y | +117.4% | +71.2% | +46.2% | -40.6% |
| 5Y | -29.4% | +75.7% | -105.1% | -78.3% |
| All | -46.6% | +82.7% | -129.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling