+223.1%
BMNR vs IBKR
+78.2%
+144.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | -1.3% |
| 7D | +0.2% | -1.3% | +1.6% | +3.1% |
| 30D | +39.9% | -0.2% | +40.1% | +38.4% |
| 3M | +51.5% | +3.0% | +48.6% | +32.7% |
| 6M | +18.9% | +33.9% | -15.0% | -52.3% |
| YTD | -7.8% | +42.5% | -50.3% | -73.8% |
| 1Y | -47.6% | +44.9% | -92.5% | -89.5% |
| All | +223.1% | +78.2% | +144.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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