+223.1%
BMNR vs IR
-11.2%
+234.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +0.2% | -4.5% | +4.7% | -0.2% |
| 30D | +39.9% | -13.9% | +53.8% | +37.7% |
| 3M | +51.5% | -0.3% | +51.9% | +52.2% |
| 6M | +18.9% | -14.3% | +33.2% | +13.4% |
| YTD | -7.8% | -7.9% | +0.1% | -2.6% |
| 1Y | -47.6% | -9.9% | -37.7% | -47.3% |
| All | +223.1% | -11.2% | +234.3% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling