-46.8%
COIN vs IWD
+81.6%
-128.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -0.9% |
| 7D | -0.1% | -1.2% | +1.0% | +3.2% |
| 30D | +17.5% | -1.6% | +19.2% | +22.7% |
| 3M | +12.4% | +7.0% | +5.4% | -5.8% |
| 6M | -12.5% | +17.0% | -29.5% | -41.7% |
| YTD | -22.7% | +21.6% | -44.4% | -52.9% |
| 1Y | -45.2% | +28.0% | -73.2% | -70.4% |
| 3Y | +112.8% | +70.6% | +42.3% | -41.4% |
| 5Y | -31.9% | +73.3% | -105.2% | -78.7% |
| All | -46.8% | +81.6% | -128.4% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling