-22.5%
IP vs EQNR
+183.4%
-205.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -7.7% | +6.4% | -14.2% | -8.0% |
| 30D | -15.5% | +10.4% | -25.9% | -15.9% |
| 3M | -0.6% | +23.1% | -23.7% | -1.6% |
| 6M | -8.8% | +36.3% | -45.1% | -12.2% |
| YTD | -9.6% | +96.0% | -105.5% | -18.0% |
| 1Y | -22.5% | +94.2% | -116.7% | -29.7% |
| 3Y | +13.4% | +75.3% | -61.9% | +3.4% |
| All | -22.5% | +183.4% | -205.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling