+101.7%
IRM vs EQNR
+72.8%
+28.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.4% | +6.4% | -7.9% | -2.0% |
| 30D | -7.4% | +10.4% | -17.7% | -8.2% |
| 3M | -7.4% | +23.1% | -30.4% | -9.4% |
| 6M | +8.7% | +36.3% | -27.6% | +3.4% |
| YTD | +40.9% | +96.0% | -55.0% | +24.7% |
| 1Y | +20.5% | +94.2% | -73.7% | +6.7% |
| 3Y | +101.7% | +75.3% | +26.4% | +74.9% |
| All | +101.7% | +72.8% | +28.9% | +74.9% |
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 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