+13.8%
IJH vs EQNR
+84.5%
-70.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.5% |
| 7D | -1.7% | -13.9% | +12.2% | -3.3% |
| 30D | -0.9% | +0.9% | -1.8% | -0.7% |
| 3M | -5.8% | +7.4% | -13.2% | -4.7% |
| 6M | -2.8% | +12.6% | -15.5% | -1.0% |
| YTD | +10.1% | +83.7% | -73.6% | +10.9% |
| 1Y | +13.8% | +83.3% | -69.5% | +15.0% |
| All | +13.8% | +84.5% | -70.6% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling