+223.1%
BMNR vs IVZ
+133.1%
+90.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.3% |
| 7D | +0.2% | -2.4% | +2.6% | +2.8% |
| 30D | +39.9% | +3.0% | +36.9% | +36.1% |
| 3M | +51.5% | +14.9% | +36.6% | +30.9% |
| 6M | +18.9% | +36.7% | -17.8% | -14.6% |
| YTD | -7.8% | +25.7% | -33.5% | -26.5% |
| 1Y | -47.6% | +47.7% | -95.3% | -61.2% |
| All | +223.1% | +133.1% | +90.0% | +495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling