-84.4%
IRE vs EQNR
+102.4%
-186.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.4% |
| 7D | -4.5% | +6.4% | -10.9% | -0.3% |
| 30D | -7.8% | +10.4% | -18.2% | -1.2% |
| 3M | -60.0% | +23.1% | -83.1% | -51.8% |
| 6M | -48.3% | +36.3% | -84.6% | -47.7% |
| YTD | -54.5% | +96.0% | -150.4% | -68.4% |
| All | -84.4% | +102.4% | -186.8% | -87.5% |
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