+126.7%
IEF vs EQNR
+1,866.2%
-1,739.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -1.3% | +6.4% | -7.8% | -1.1% |
| 30D | -1.7% | +10.4% | -12.1% | -1.3% |
| 3M | -2.5% | +23.1% | -25.6% | -1.6% |
| 6M | -3.3% | +36.3% | -39.5% | -1.7% |
| YTD | -2.8% | +96.0% | -98.8% | +0.3% |
| 1Y | -2.7% | +94.2% | -96.9% | +0.4% |
| 3Y | +8.9% | +75.3% | -66.3% | +12.3% |
| 5Y | -9.4% | +187.2% | -196.6% | -3.7% |
| 10Y | +3.7% | +415.5% | -411.8% | +15.1% |
| All | +126.7% | +1,866.2% | -1,739.4% | +162.0% |
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