+962.5%
IJR vs EQNR
+2,025.8%
-1,063.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.2% | +6.4% | -8.6% | -4.2% |
| 30D | -4.6% | +10.4% | -15.0% | -7.8% |
| 3M | +0.2% | +23.1% | -22.9% | -7.4% |
| 6M | +14.7% | +36.3% | -21.6% | +0.7% |
| YTD | +18.9% | +96.0% | -77.1% | -8.6% |
| 1Y | +19.9% | +94.2% | -74.3% | -7.9% |
| 3Y | +53.0% | +75.3% | -22.2% | +18.4% |
| 5Y | +40.9% | +187.2% | -146.4% | -13.4% |
| 10Y | +171.1% | +415.5% | -244.4% | +27.1% |
| All | +962.5% | +2,025.8% | -1,063.3% | +242.0% |
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 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