+213.7%
ICE vs EQNR
+416.8%
-203.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -2.4% | +6.4% | -8.8% | -3.5% |
| 30D | +4.0% | +10.4% | -6.3% | +2.1% |
| 3M | +13.7% | +23.1% | -9.4% | +9.2% |
| 6M | +0.9% | +36.3% | -35.4% | -5.4% |
| YTD | -2.1% | +96.0% | -98.1% | -14.6% |
| 1Y | -9.5% | +94.2% | -103.7% | -21.1% |
| 3Y | +42.1% | +75.3% | -33.2% | +24.4% |
| 5Y | +41.4% | +187.2% | -145.8% | +6.3% |
| All | +213.7% | +416.8% | -203.1% | +91.1% |
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