-97.7%
IRE vs EQNR
+89.2%
-186.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -6.2% | -17.0% | -26.7% |
| 7D | -46.8% | -10.2% | -36.6% | -50.8% |
| 30D | -75.5% | +1.1% | -76.6% | -75.0% |
| 3M | -79.4% | +10.3% | -89.7% | -77.4% |
| 6M | -91.3% | +5.7% | -96.9% | -89.9% |
| YTD | -90.8% | +87.2% | -178.0% | -94.8% |
| 1Y | -97.7% | +87.4% | -185.1% | -98.7% |
| All | -97.7% | +89.2% | -186.9% | -98.7% |
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