+64.0%
IBIT vs EQNR
+83.6%
-19.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -5.8% | +5.7% | -11.5% | -6.1% |
| 30D | +21.5% | +11.3% | +10.3% | +20.7% |
| 3M | +24.5% | +21.5% | +3.0% | +22.7% |
| 6M | +10.0% | +41.8% | -31.8% | +5.0% |
| YTD | -12.0% | +97.3% | -109.4% | -20.1% |
| 1Y | -32.3% | +89.9% | -122.2% | -38.3% |
| All | +64.0% | +83.6% | -19.6% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling