+29.7%
IVV vs BMNR
+233.9%
-204.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -8.5% | +6.5% | -2.0% |
| 30D | -1.6% | +33.8% | -35.4% | -1.7% |
| 3M | +4.8% | +54.7% | -50.0% | +4.6% |
| 6M | +12.6% | +16.7% | -4.2% | +12.5% |
| YTD | +11.8% | -10.9% | +22.6% | +11.7% |
| 1Y | +17.6% | -46.9% | +64.5% | +17.6% |
| All | +29.7% | +233.9% | -204.2% | +29.1% |
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