+55.4%
IOT vs EQNR
+153.6%
-98.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -4.5% | +6.4% | -11.0% | -5.3% |
| 30D | -2.4% | +10.4% | -12.8% | -3.7% |
| 3M | +19.0% | +23.1% | -4.1% | +15.2% |
| 6M | +19.6% | +36.3% | -16.7% | +13.4% |
| YTD | +8.3% | +96.0% | -87.7% | -2.7% |
| 1Y | -0.8% | +94.2% | -95.0% | -10.9% |
| 3Y | +24.4% | +75.3% | -50.9% | +12.2% |
| All | +55.4% | +153.6% | -98.3% | +30.2% |
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 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