+223.1%
BMNR vs IEMG
+46.6%
+176.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +0.5% |
| 7D | +0.2% | -1.3% | +1.5% | +3.3% |
| 30D | +39.9% | +1.9% | +38.0% | +33.5% |
| 3M | +51.5% | +1.4% | +50.1% | +42.8% |
| 6M | +18.9% | +15.2% | +3.7% | -29.9% |
| YTD | -7.8% | +23.8% | -31.6% | -68.0% |
| 1Y | -47.6% | +30.7% | -78.3% | -87.7% |
| All | +223.1% | +46.6% | +176.5% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling