+357.7%
IGV vs EQNR
+416.8%
-59.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.9% | +6.4% | -9.4% | -4.0% |
| 30D | -1.5% | +10.4% | -11.9% | -3.4% |
| 3M | +11.7% | +23.1% | -11.4% | +6.9% |
| 6M | +18.4% | +36.3% | -17.9% | +10.1% |
| YTD | -3.9% | +96.0% | -99.9% | -17.5% |
| 1Y | -9.7% | +94.2% | -103.9% | -22.4% |
| 3Y | +38.4% | +75.3% | -36.8% | +19.4% |
| 5Y | +21.6% | +187.2% | -165.6% | -11.3% |
| All | +357.7% | +416.8% | -59.1% | +177.1% |
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