-23.5%
IBIT vs BMNR
+234.0%
-257.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | -0.2% |
| 7D | +1.1% | +5.0% | -3.8% | +1.1% |
| 30D | +22.2% | +33.8% | -11.5% | +22.0% |
| 3M | +26.0% | +49.4% | -23.4% | +25.6% |
| 6M | +13.2% | +17.0% | -3.8% | +13.0% |
| YTD | -10.8% | -10.8% | 0.0% | -10.8% |
| 1Y | -29.9% | -45.7% | +15.8% | -29.9% |
| All | -23.5% | +234.0% | -257.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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