+895.5%
ITOT vs EQNR
+1,139.1%
-243.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.9% | +6.4% | -7.3% | -2.7% |
| 30D | -1.5% | +10.4% | -11.8% | -4.4% |
| 3M | +3.6% | +23.1% | -19.5% | -3.4% |
| 6M | +13.7% | +36.3% | -22.6% | +1.3% |
| YTD | +12.9% | +96.0% | -83.0% | -10.5% |
| 1Y | +17.2% | +94.2% | -77.0% | -7.2% |
| 3Y | +75.6% | +75.3% | +0.4% | +39.8% |
| 5Y | +75.5% | +187.2% | -111.7% | +13.1% |
| 10Y | +302.0% | +415.5% | -113.5% | +97.3% |
| All | +895.5% | +1,139.1% | -243.7% | +265.4% |
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 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