+240.3%
IONQ vs EQNR
+289.7%
-49.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -7.0% | +6.4% | -13.4% | -8.7% |
| 30D | -18.7% | +10.4% | -29.1% | -21.1% |
| 3M | -36.6% | +23.1% | -59.7% | -41.2% |
| 6M | +7.2% | +36.3% | -29.1% | -7.3% |
| YTD | -18.1% | +96.0% | -114.1% | -39.9% |
| 1Y | -21.9% | +94.2% | -116.1% | -42.3% |
| 3Y | +86.7% | +75.3% | +11.5% | +40.9% |
| 5Y | +267.5% | +187.2% | +80.3% | +134.8% |
| All | +240.3% | +289.7% | -49.4% | +101.8% |
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