+139.3%
IAU vs EQNR
+183.4%
-44.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.0% | +6.4% | -8.5% | -2.4% |
| 30D | -1.5% | +10.4% | -11.9% | -2.2% |
| 3M | +3.3% | +23.1% | -19.8% | +1.7% |
| 6M | -16.2% | +36.3% | -52.5% | -18.9% |
| YTD | +0.7% | +96.0% | -95.3% | -6.3% |
| 1Y | +19.2% | +94.2% | -75.0% | +10.9% |
| 3Y | +124.4% | +75.3% | +49.2% | +108.9% |
| All | +139.3% | +183.4% | -44.0% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling