+223.1%
BMNR vs IWD
+37.6%
+185.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | -1.5% |
| 7D | +0.2% | -0.8% | +1.0% | +4.7% |
| 30D | +39.9% | -0.8% | +40.8% | +46.6% |
| 3M | +51.5% | +6.9% | +44.6% | -0.7% |
| 6M | +18.9% | +18.3% | +0.6% | -61.8% |
| YTD | -7.8% | +22.4% | -30.2% | -79.0% |
| 1Y | -47.6% | +27.4% | -75.0% | -92.6% |
| All | +223.1% | +37.6% | +185.5% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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