-13.3%
IBM vs COIN
-52.5%
+39.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.4% | +1.1% |
| 7D | +0.4% | -6.7% | +7.1% | +1.4% |
| 30D | +14.8% | -19.5% | +34.3% | +18.3% |
| 3M | +8.9% | +0.5% | +8.4% | +7.5% |
| 6M | +12.4% | -25.4% | +37.8% | +16.1% |
| YTD | -12.4% | -33.0% | +20.6% | -10.3% |
| 1Y | -13.3% | -50.7% | +37.4% | -8.2% |
| All | -13.3% | -52.5% | +39.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 1y: compounded portfolio wealth divided by compounded COIN 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…
1y analysis · Full analysis span regression · 6 months rolling