+50.4%
IEFA vs EQNR
+183.4%
-132.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.6% | +6.4% | -8.0% | -2.1% |
| 30D | -1.5% | +10.4% | -11.9% | -2.4% |
| 3M | +3.4% | +23.1% | -19.7% | +1.2% |
| 6M | +9.5% | +36.3% | -26.8% | +4.7% |
| YTD | +13.0% | +96.0% | -82.9% | +2.2% |
| 1Y | +18.0% | +94.2% | -76.2% | +6.7% |
| 3Y | +65.4% | +75.3% | -9.9% | +49.9% |
| All | +50.4% | +183.4% | -132.9% | +27.1% |
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 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