+42.6%
IOVA vs EQNR
+72.8%
-30.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.8% |
| 7D | -2.2% | +6.4% | -8.6% | -3.5% |
| 30D | +27.6% | +10.4% | +17.2% | +24.9% |
| 3M | +117.2% | +23.1% | +94.1% | +107.2% |
| 6M | +77.7% | +36.3% | +41.4% | +61.3% |
| YTD | +215.0% | +96.0% | +119.0% | +152.9% |
| 1Y | +255.4% | +94.2% | +161.2% | +185.8% |
| 3Y | +42.6% | +75.3% | -32.6% | +12.5% |
| All | +42.6% | +72.8% | -30.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling