+143.8%
IBM vs EQNR
+416.8%
-273.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.1% |
| 7D | +3.6% | +6.4% | -2.9% | +2.2% |
| 30D | +3.1% | +10.4% | -7.3% | +0.8% |
| 3M | -10.8% | +23.1% | -33.9% | -15.4% |
| 6M | -0.8% | +36.3% | -37.1% | -9.2% |
| YTD | -16.2% | +96.0% | -112.2% | -30.2% |
| 1Y | -2.9% | +94.2% | -97.1% | -19.2% |
| 3Y | +79.8% | +75.3% | +4.6% | +50.2% |
| 5Y | +124.9% | +187.2% | -62.3% | +52.0% |
| All | +143.8% | +416.8% | -273.0% | +29.2% |
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