+117.4%
COIN vs IWF
+76.9%
+40.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.2% |
| 7D | -5.1% | -0.9% | -4.2% | -3.3% |
| 30D | +17.6% | -1.7% | +19.3% | +22.4% |
| 3M | +9.2% | +0.7% | +8.6% | +7.6% |
| 6M | -11.8% | +8.6% | -20.3% | -24.6% |
| YTD | -22.5% | +3.5% | -26.0% | -26.0% |
| 1Y | -45.9% | +7.0% | -52.9% | -50.9% |
| 3Y | +117.4% | +76.3% | +41.1% | -11.7% |
| All | +117.4% | +76.9% | +40.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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