+319.3%
IBM vs EQNR
+2,040.5%
-1,721.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -0.3% | +5.7% | -6.0% | -1.6% |
| 30D | -1.8% | +11.3% | -13.1% | -4.4% |
| 3M | -13.5% | +21.5% | -35.0% | -17.9% |
| 6M | -5.1% | +41.8% | -46.9% | -14.2% |
| YTD | -19.4% | +97.3% | -116.7% | -33.2% |
| 1Y | -6.5% | +89.9% | -96.4% | -22.0% |
| 3Y | +73.8% | +76.9% | -3.0% | +44.5% |
| 5Y | +116.3% | +189.2% | -72.9% | +52.1% |
| 10Y | +138.4% | +419.0% | -280.6% | +36.6% |
| All | +319.3% | +2,040.5% | -1,721.3% | +71.7% |
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