+212.5%
BMNR vs IWD
+36.8%
+175.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | +0.9% |
| 7D | +5.0% | -1.2% | +6.2% | +12.7% |
| 30D | +33.8% | -1.6% | +35.4% | +46.5% |
| 3M | +49.4% | +7.0% | +42.4% | -3.1% |
| 6M | +17.0% | +17.0% | 0.0% | -59.5% |
| YTD | -10.8% | +21.6% | -32.5% | -79.0% |
| 1Y | -45.7% | +28.0% | -73.7% | -93.3% |
| All | +212.5% | +36.8% | +175.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling