+223.1%
BMNR vs IWF
+20.6%
+202.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +0.1% |
| 7D | +0.2% | -0.9% | +1.2% | +4.3% |
| 30D | +39.9% | -1.7% | +41.6% | +50.9% |
| 3M | +51.5% | +0.7% | +50.8% | +41.8% |
| 6M | +18.9% | +8.6% | +10.3% | -27.1% |
| YTD | -7.8% | +3.5% | -11.3% | -20.6% |
| 1Y | -47.6% | +7.0% | -54.6% | -72.6% |
| All | +223.1% | +20.6% | +202.5% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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