+37.9%
IWM vs COIN
-28.9%
+66.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -2.4% | -5.1% | +2.7% | -1.7% |
| 30D | -4.6% | +17.6% | -22.2% | -7.2% |
| 3M | -0.3% | +9.2% | -9.5% | -2.5% |
| 6M | +14.7% | -11.8% | +26.5% | +15.1% |
| YTD | +17.8% | -22.5% | +40.3% | +19.3% |
| 1Y | +21.2% | -45.9% | +67.1% | +28.7% |
| 3Y | +62.3% | +117.4% | -55.0% | +29.6% |
| All | +37.9% | -28.9% | +66.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling