+1,428.5%
IBKR vs EQNR
+342.3%
+1,086.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -1.3% | +6.4% | -7.8% | -3.3% |
| 30D | -0.2% | +10.4% | -10.6% | -3.5% |
| 3M | +3.0% | +23.1% | -20.1% | -4.6% |
| 6M | +33.9% | +36.3% | -2.4% | +17.8% |
| YTD | +42.5% | +96.0% | -53.5% | +10.6% |
| 1Y | +44.9% | +94.2% | -49.4% | +12.2% |
| 3Y | +293.0% | +75.3% | +217.7% | +205.5% |
| 5Y | +497.7% | +187.2% | +310.4% | +269.0% |
| 10Y | +1,004.4% | +415.5% | +588.9% | +409.9% |
| All | +1,428.5% | +342.3% | +1,086.3% | +431.5% |
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 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