-30.6%
COIN vs IWD
+72.1%
-102.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -0.6% |
| 7D | -10.6% | -2.3% | -8.3% | -4.7% |
| 30D | +16.0% | -1.8% | +17.7% | +21.7% |
| 3M | +11.9% | +8.0% | +3.9% | -9.3% |
| 6M | -12.3% | +17.0% | -29.3% | -42.7% |
| YTD | -23.8% | +21.3% | -45.1% | -54.3% |
| 1Y | -45.4% | +27.9% | -73.3% | -71.3% |
| 3Y | +109.9% | +70.1% | +39.8% | -46.3% |
| 5Y | -30.6% | +74.2% | -104.8% | -79.3% |
| All | -30.6% | +72.1% | -102.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling