+38.4%
IGV vs EQNR
+72.8%
-34.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -2.9% | +6.4% | -9.4% | -3.0% |
| 30D | -1.5% | +10.4% | -11.9% | -1.7% |
| 3M | +11.7% | +23.1% | -11.4% | +11.1% |
| 6M | +18.4% | +36.3% | -17.9% | +16.5% |
| YTD | -3.9% | +96.0% | -99.9% | -8.3% |
| 1Y | -9.7% | +94.2% | -103.9% | -13.8% |
| 3Y | +38.4% | +75.3% | -36.8% | +31.2% |
| All | +38.4% | +72.8% | -34.4% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling