-47.6%
BMNR vs IEMG
+31.6%
-79.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +1.2% |
| 7D | +0.2% | -1.3% | +1.5% | +2.6% |
| 30D | +39.9% | +1.9% | +38.0% | +35.0% |
| 3M | +51.5% | +1.4% | +50.1% | +45.3% |
| 6M | +18.9% | +15.2% | +3.7% | -17.1% |
| YTD | -7.8% | +23.8% | -31.6% | -54.2% |
| 1Y | -47.6% | +30.7% | -78.3% | -77.2% |
| All | -47.6% | +31.6% | -79.2% | -77.2% |
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