-2.5%
IBM vs COIN
-38.9%
+36.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.8% |
| 7D | -0.3% | +3.4% | -3.7% | -1.0% |
| 30D | +0.3% | +23.2% | -22.9% | -3.5% |
| 3M | -21.6% | +12.5% | -34.1% | -24.0% |
| 6M | -4.7% | -11.6% | +6.9% | -4.0% |
| YTD | -19.1% | -18.4% | -0.7% | -18.8% |
| 1Y | -2.5% | -39.8% | +37.3% | +5.4% |
| All | -2.5% | -38.9% | +36.4% | +5.4% |
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