+409.3%
EQNR vs IAG
+427.6%
-18.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.4% | -1.1% | +7.5% | +6.5% |
| 30D | +10.4% | +12.1% | -1.8% | +9.1% |
| 3M | +23.1% | +25.5% | -2.4% | +19.9% |
| 6M | +36.3% | -7.1% | +43.4% | +35.7% |
| YTD | +96.0% | +22.9% | +73.1% | +88.0% |
| 1Y | +94.2% | +83.3% | +10.9% | +76.6% |
| 3Y | +75.3% | +808.5% | -733.3% | +27.5% |
| 5Y | +187.2% | +838.0% | -650.7% | +100.8% |
| All | +409.3% | +427.6% | -18.3% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling