+223.1%
BMNR vs IBB
+62.1%
+161.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +0.2% | -4.2% | +4.5% | +4.7% |
| 30D | +39.9% | +1.1% | +38.8% | +38.3% |
| 3M | +51.5% | +19.0% | +32.5% | +23.5% |
| 6M | +18.9% | +18.9% | 0.0% | -1.9% |
| YTD | -7.8% | +20.3% | -28.2% | -23.5% |
| 1Y | -47.6% | +41.5% | -89.1% | -53.5% |
| All | +223.1% | +62.1% | +161.0% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling