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  • BMNR vs IJR✓SelectedUSD · IJRBMNR vs IJR performance historyLatest closeAs of-5.60%09/04
Stock and ETF performance explorer

BMNR vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-40.8%
IJR return
+25.5%
Excess return
-66.3%
Maximum drawdown
-78.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D-5.6%+0.4%-6.0%-6.5%
7D+4.9%-0.2%+5.1%+5.3%
30D+35.5%-2.4%+37.9%+43.3%
3M+39.6%+3.9%+35.6%+26.2%
6M+18.2%+12.4%+5.8%-11.4%
YTD-8.0%+21.5%-29.5%-43.6%
1Y-40.8%+24.0%-64.8%-63.9%
All-40.8%+25.5%-66.3%-63.9%

Cumulative growth

Daily Returns

Daily percentage return beside IJR.

Daily Out/Under-Performance

Portfolio return minus IJR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IJR 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 IJR 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