-40.8%
BMNR vs IR
-1.2%
-39.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.2% |
| 7D | +4.9% | -2.8% | +7.7% | +6.3% |
| 30D | +35.5% | -15.1% | +50.6% | +46.0% |
| 3M | +39.6% | +6.1% | +33.5% | +32.3% |
| 6M | +18.2% | -16.8% | +35.0% | +26.0% |
| YTD | -8.0% | -3.5% | -4.5% | -8.5% |
| 1Y | -40.8% | -3.5% | -37.3% | -38.1% |
| All | -40.8% | -1.2% | -39.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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