-40.8%
BMNR vs IVZ
+56.4%
-97.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.9% |
| 7D | +4.9% | +0.6% | +4.3% | +4.5% |
| 30D | +35.5% | +4.0% | +31.5% | +29.8% |
| 3M | +39.6% | +18.2% | +21.4% | +14.5% |
| 6M | +18.2% | +32.8% | -14.6% | -16.2% |
| YTD | -8.0% | +28.7% | -36.8% | -35.1% |
| 1Y | -40.8% | +55.4% | -96.2% | -68.1% |
| All | -40.8% | +56.4% | -97.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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