-85.7%
IRE vs EQNR
+92.7%
-178.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.1% | +12.3% | +8.7% |
| 7D | +1.3% | +2.7% | -1.3% | +3.0% |
| 30D | -6.1% | +10.0% | -16.1% | +0.9% |
| 3M | -74.0% | +13.5% | -87.5% | -70.3% |
| 6M | -47.4% | +39.2% | -86.6% | -52.6% |
| YTD | -58.2% | +86.6% | -144.8% | -72.0% |
| All | -85.7% | +92.7% | -178.4% | -88.9% |
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