+117.6%
IBB vs EQNR
+416.8%
-299.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -4.2% | +6.4% | -10.7% | -5.3% |
| 30D | +1.1% | +10.4% | -9.3% | -0.7% |
| 3M | +19.0% | +23.1% | -4.0% | +14.4% |
| 6M | +18.9% | +36.3% | -17.4% | +10.9% |
| YTD | +20.3% | +96.0% | -75.6% | +4.1% |
| 1Y | +41.5% | +94.2% | -52.7% | +22.3% |
| 3Y | +60.3% | +75.3% | -15.0% | +39.2% |
| 5Y | +18.7% | +187.2% | -168.5% | -12.2% |
| All | +117.6% | +416.8% | -299.2% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling