+2,028.7%
EQNR vs IFF
+463.8%
+1,564.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.4% | -3.2% | +9.6% | +7.7% |
| 30D | +10.4% | -0.3% | +10.6% | +10.2% |
| 3M | +23.1% | +8.4% | +14.6% | +17.7% |
| 6M | +36.3% | +23.0% | +13.3% | +19.7% |
| YTD | +96.0% | +25.5% | +70.5% | +69.2% |
| 1Y | +94.2% | +29.1% | +65.2% | +64.6% |
| 3Y | +75.3% | +31.7% | +43.6% | +41.4% |
| 5Y | +187.2% | -35.2% | +222.4% | +203.7% |
| 10Y | +415.5% | -20.7% | +436.2% | +353.3% |
| All | +2,028.7% | +463.8% | +1,564.9% | +722.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling