+87.4%
EQNR vs IAG
+56.5%
+30.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +10.2% | -16.4% | -4.7% |
| 7D | -10.2% | +1.1% | -11.3% | -9.6% |
| 30D | +1.1% | -5.3% | +6.3% | +1.0% |
| 3M | +10.3% | +18.0% | -7.7% | +14.3% |
| 6M | +5.7% | +7.1% | -1.5% | +9.2% |
| YTD | +87.2% | +5.9% | +81.3% | +97.5% |
| 1Y | +87.4% | +59.4% | +28.0% | +100.1% |
| All | +87.4% | +56.5% | +30.9% | +100.1% |
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