-47.6%
BMNR vs ITW
+4.8%
-52.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.3% |
| 7D | +0.2% | -0.7% | +1.0% | +0.3% |
| 30D | +39.9% | -8.3% | +48.2% | +40.8% |
| 3M | +51.5% | +6.0% | +45.5% | +48.1% |
| 6M | +18.9% | 0.0% | +18.9% | +16.6% |
| YTD | -7.8% | +10.2% | -18.0% | -9.2% |
| 1Y | -47.6% | +3.2% | -50.8% | -46.2% |
| All | -47.6% | +4.8% | -52.4% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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