-40.8%
BMNR vs IAG
+119.5%
-160.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.5% |
| 7D | +4.9% | -0.5% | +5.5% | +5.4% |
| 30D | +35.5% | +28.9% | +6.6% | +20.8% |
| 3M | +39.6% | +19.1% | +20.4% | +28.5% |
| 6M | +18.2% | -10.3% | +28.5% | +21.3% |
| YTD | -8.0% | +24.2% | -32.2% | -21.3% |
| 1Y | -40.8% | +116.5% | -157.3% | -52.8% |
| All | -40.8% | +119.5% | -160.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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