+142.3%
IEMG vs EQNR
+288.9%
-146.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | +6.4% | -7.7% | -3.0% |
| 30D | +1.9% | +10.4% | -8.4% | -0.9% |
| 3M | +1.4% | +23.1% | -21.7% | -5.1% |
| 6M | +15.2% | +36.3% | -21.1% | +2.8% |
| YTD | +23.8% | +96.0% | -72.1% | -1.7% |
| 1Y | +30.7% | +94.2% | -63.6% | +3.6% |
| 3Y | +83.3% | +75.3% | +8.0% | +46.4% |
| 5Y | +48.8% | +187.2% | -138.5% | -5.3% |
| 10Y | +142.8% | +415.5% | -272.7% | +14.3% |
| All | +142.3% | +288.9% | -146.6% | +16.4% |
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