+124.4%
IAU vs EQNR
+72.8%
+51.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.0% | +6.4% | -8.5% | -2.3% |
| 30D | -1.5% | +10.4% | -11.9% | -2.1% |
| 3M | +3.3% | +23.1% | -19.8% | +1.9% |
| 6M | -16.2% | +36.3% | -52.5% | -19.4% |
| YTD | +0.7% | +96.0% | -95.3% | -8.4% |
| 1Y | +19.2% | +94.2% | -75.0% | +8.4% |
| 3Y | +124.4% | +75.3% | +49.2% | +104.6% |
| All | +124.4% | +72.8% | +51.6% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling