+38.7%
IWM vs COIN
-54.1%
+92.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.2% |
| 30D | -3.1% | +17.5% | -20.6% | -5.7% |
| 3M | +2.2% | +12.4% | -10.1% | -0.3% |
| 6M | +15.1% | -12.5% | +27.6% | +15.5% |
| YTD | +18.6% | -22.7% | +41.3% | +20.1% |
| 1Y | +24.0% | -45.2% | +69.2% | +31.2% |
| 3Y | +63.7% | +112.8% | -49.1% | +32.6% |
| 5Y | +38.2% | -31.9% | +70.1% | +18.2% |
| All | +38.7% | -54.1% | +92.9% | +18.4% |
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 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