-7.1%
IBM vs BMNR
+234.0%
-241.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +3.4% |
| 7D | +3.6% | +5.0% | -1.4% | +3.5% |
| 30D | +1.5% | +33.8% | -32.2% | +1.4% |
| 3M | -12.9% | +49.4% | -62.4% | -13.0% |
| 6M | -3.9% | +17.0% | -20.9% | -4.0% |
| YTD | -17.3% | -10.8% | -6.5% | -17.4% |
| 1Y | -5.0% | -45.7% | +40.7% | -4.9% |
| All | -7.1% | +234.0% | -241.2% | -8.5% |
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