+223.1%
BMNR vs ITUB
+43.7%
+179.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +2.4% |
| 7D | +0.2% | +2.2% | -2.0% | -6.3% |
| 30D | +39.9% | +12.6% | +27.3% | -2.4% |
| 3M | +51.5% | +6.4% | +45.1% | +17.7% |
| 6M | +18.9% | +0.6% | +18.3% | -0.3% |
| YTD | -7.8% | +18.8% | -26.7% | -80.1% |
| 1Y | -47.6% | +31.0% | -78.6% | -97.8% |
| All | +223.1% | +43.7% | +179.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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