-54.1%
BMNR vs IEMG
+7.4%
-61.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -5.6% | -6.9% | -2.6% |
| 7D | -12.3% | -7.4% | -4.9% | +1.2% |
| 30D | -27.5% | -14.9% | -12.6% | -3.0% |
| 3M | +3.1% | -11.6% | +14.7% | +29.0% |
| 6M | -17.7% | -11.1% | -6.7% | -1.3% |
| YTD | -30.0% | +6.0% | -36.1% | -58.8% |
| 1Y | -54.1% | +6.5% | -60.6% | -72.3% |
| All | -54.1% | +7.4% | -61.5% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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