+223.1%
BMNR vs IYR
+9.3%
+213.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +1.3% |
| 7D | +0.2% | -1.4% | +1.6% | +4.1% |
| 30D | +39.9% | -2.7% | +42.6% | +51.0% |
| 3M | +51.5% | -2.1% | +53.6% | +54.3% |
| 6M | +18.9% | +3.6% | +15.3% | -6.5% |
| YTD | -7.8% | +8.1% | -15.9% | -44.1% |
| 1Y | -47.6% | +4.7% | -52.3% | -61.7% |
| All | +223.1% | +9.3% | +213.8% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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