+20.9%
IAU vs EQNR
+95.0%
-74.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +1.2% |
| 7D | +0.2% | +3.8% | -3.6% | +0.5% |
| 30D | +0.2% | +11.4% | -11.2% | +1.0% |
| 3M | +3.3% | +24.8% | -21.5% | +4.9% |
| 6M | -14.6% | +42.3% | -56.8% | -15.5% |
| YTD | +1.9% | +97.9% | -96.0% | -0.7% |
| 1Y | +20.9% | +95.9% | -75.0% | +18.0% |
| All | +20.9% | +95.0% | -74.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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