-84.5%
IRE vs EQNR
+103.8%
-188.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.6% | -8.0% |
| 7D | +7.9% | +5.7% | +2.2% | +12.3% |
| 30D | +9.3% | +11.3% | -2.0% | +17.8% |
| 3M | -52.3% | +21.5% | -73.8% | -42.7% |
| 6M | -38.5% | +41.8% | -80.3% | -38.9% |
| YTD | -54.8% | +97.3% | -152.2% | -68.5% |
| All | -84.5% | +103.8% | -188.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling