-3.0%
IGV vs BMNR
+245.3%
-248.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.3% |
| 7D | -2.9% | +0.2% | -3.2% | -2.9% |
| 30D | -1.5% | +39.9% | -41.4% | -1.7% |
| 3M | +11.7% | +51.5% | -39.8% | +11.4% |
| 6M | +18.4% | +18.9% | -0.5% | +18.3% |
| YTD | -3.9% | -7.8% | +3.9% | -4.0% |
| 1Y | -9.7% | -47.6% | +37.9% | -9.6% |
| All | -3.0% | +245.3% | -248.3% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling