-13.3%
IBM vs EQNR
+89.2%
-102.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.9% | +1.6% |
| 7D | +0.4% | -10.2% | +10.6% | +0.3% |
| 30D | +14.8% | +1.1% | +13.7% | +14.9% |
| 3M | +8.9% | +10.3% | -1.4% | +9.6% |
| 6M | +12.4% | +5.7% | +6.8% | +12.7% |
| YTD | -12.4% | +87.2% | -99.6% | -15.6% |
| 1Y | -13.3% | +87.4% | -100.7% | -16.6% |
| All | -13.3% | +89.2% | -102.5% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling