-46.6%
COIN vs IYR
+21.0%
-67.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.5% |
| 7D | -5.1% | -1.4% | -3.7% | -3.0% |
| 30D | +17.6% | -2.7% | +20.3% | +22.8% |
| 3M | +9.2% | -2.1% | +11.4% | +12.5% |
| 6M | -11.8% | +3.6% | -15.4% | -17.3% |
| YTD | -22.5% | +8.1% | -30.6% | -32.0% |
| 1Y | -45.9% | +4.7% | -50.6% | -50.2% |
| 3Y | +117.4% | +29.1% | +88.3% | +33.8% |
| 5Y | -29.4% | +6.9% | -36.3% | -32.7% |
| All | -46.6% | +21.0% | -67.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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