+134.4%
IBM vs COIN
-54.1%
+188.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.7% | +3.5% |
| 7D | +3.6% | -0.1% | +3.7% | +3.5% |
| 30D | +1.5% | +17.5% | -16.0% | +0.4% |
| 3M | -12.9% | +12.4% | -25.3% | -13.9% |
| 6M | -3.9% | -12.5% | +8.6% | -3.7% |
| YTD | -17.3% | -22.7% | +5.4% | -16.9% |
| 1Y | -5.0% | -45.2% | +40.2% | -3.1% |
| 3Y | +78.2% | +112.8% | -34.6% | +68.0% |
| 5Y | +120.6% | -31.9% | +152.5% | +108.6% |
| All | +134.4% | -54.1% | +188.5% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling