+13.2%
IP vs EQNR
+74.0%
-60.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.9% | +5.7% | -11.6% | -5.4% |
| 30D | -17.0% | +11.3% | -28.3% | -16.3% |
| 3M | +8.9% | +21.5% | -12.6% | +10.8% |
| 6M | -10.0% | +41.8% | -51.8% | -10.9% |
| YTD | -9.8% | +97.3% | -107.1% | -14.8% |
| 1Y | -22.6% | +89.9% | -112.5% | -26.6% |
| All | +13.2% | +74.0% | -60.8% | +7.2% |
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 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