+86.3%
EQNR vs IAG
+124.4%
-38.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -1.7% |
| 7D | +2.7% | -2.8% | +5.5% | +2.5% |
| 30D | +10.0% | +41.5% | -31.5% | +15.0% |
| 3M | +13.5% | +24.4% | -10.9% | +17.6% |
| 6M | +39.2% | -6.6% | +45.9% | +44.5% |
| YTD | +86.6% | +27.0% | +59.6% | +96.3% |
| All | +86.3% | +124.4% | -38.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling