-47.6%
BMNR vs IEFA
+18.9%
-66.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +0.7% |
| 7D | +0.2% | -1.6% | +1.8% | +4.6% |
| 30D | +39.9% | -1.5% | +41.4% | +46.4% |
| 3M | +51.5% | +3.4% | +48.1% | +40.6% |
| 6M | +18.9% | +9.5% | +9.4% | -3.7% |
| YTD | -7.8% | +13.0% | -20.9% | -37.4% |
| 1Y | -47.6% | +18.0% | -65.6% | -68.2% |
| All | -47.6% | +18.9% | -66.5% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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