+296.8%
ITOT vs EQNR
+416.8%
-120.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.9% | +6.4% | -7.3% | -2.3% |
| 30D | -1.5% | +10.4% | -11.8% | -3.7% |
| 3M | +3.6% | +23.1% | -19.5% | -1.7% |
| 6M | +13.7% | +36.3% | -22.6% | +3.9% |
| YTD | +12.9% | +96.0% | -83.0% | -6.3% |
| 1Y | +17.2% | +94.2% | -77.0% | -2.8% |
| 3Y | +75.6% | +75.3% | +0.4% | +46.4% |
| 5Y | +75.5% | +187.2% | -111.7% | +19.2% |
| All | +296.8% | +416.8% | -120.1% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling