+123.0%
IBM vs EQNR
+183.4%
-60.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.0% |
| 7D | +3.6% | +6.4% | -2.9% | +3.1% |
| 30D | +3.1% | +10.4% | -7.3% | +2.2% |
| 3M | -10.8% | +23.1% | -33.9% | -12.6% |
| 6M | -0.8% | +36.3% | -37.1% | -4.4% |
| YTD | -16.2% | +96.0% | -112.2% | -22.7% |
| 1Y | -2.9% | +94.2% | -97.1% | -10.4% |
| 3Y | +79.8% | +75.3% | +4.6% | +66.2% |
| All | +123.0% | +183.4% | -60.3% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling