+253.1%
IONQ vs EQNR
+293.4%
-40.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.2% | -10.0% | -6.9% |
| 7D | +1.3% | +3.8% | -2.5% | +0.2% |
| 30D | -10.3% | +11.4% | -21.7% | -13.2% |
| 3M | -32.7% | +24.8% | -57.5% | -37.9% |
| 6M | +6.3% | +42.3% | -35.9% | -9.7% |
| YTD | -15.0% | +97.9% | -112.8% | -37.8% |
| 1Y | -13.3% | +95.9% | -109.2% | -36.3% |
| 3Y | +97.2% | +77.3% | +19.9% | +48.3% |
| 5Y | +278.7% | +195.3% | +83.5% | +140.9% |
| All | +253.1% | +293.4% | -40.3% | +108.9% |
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