+327.6%
IOVA vs EQNR
+86.3%
+241.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -11.1% |
| 7D | -19.0% | -10.6% | -8.4% | -19.7% |
| 30D | -40.3% | -1.1% | -39.2% | -40.1% |
| 3M | +78.3% | +12.6% | +65.7% | +78.6% |
| 6M | +94.5% | +4.9% | +89.6% | +91.6% |
| YTD | +183.5% | +86.1% | +97.4% | +155.9% |
| 1Y | +327.6% | +87.5% | +240.1% | +285.5% |
| All | +327.6% | +86.3% | +241.4% | +285.5% |
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