+137.6%
IBM vs COIN
-54.0%
+191.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.9% |
| 7D | +3.6% | -5.1% | +8.7% | +3.9% |
| 30D | +3.1% | +17.6% | -14.5% | +2.0% |
| 3M | -10.8% | +9.2% | -20.1% | -11.7% |
| 6M | -0.8% | -11.8% | +10.9% | -0.6% |
| YTD | -16.2% | -22.5% | +6.3% | -15.8% |
| 1Y | -2.9% | -45.9% | +43.0% | -0.9% |
| 3Y | +79.8% | +117.4% | -37.5% | +69.4% |
| 5Y | +124.9% | -29.4% | +154.3% | +112.8% |
| All | +137.6% | -54.0% | +191.6% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling