+30.7%
IVZ vs EQNR
+89.2%
-58.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.2% | +10.4% | +2.7% |
| 7D | +2.6% | -10.2% | +12.8% | +0.2% |
| 30D | -3.5% | +1.1% | -4.5% | -3.0% |
| 3M | -7.4% | +10.3% | -17.7% | -4.8% |
| 6M | +14.7% | +5.7% | +9.0% | +17.1% |
| YTD | +14.6% | +87.2% | -72.6% | +25.4% |
| 1Y | +30.7% | +87.4% | -56.7% | +43.1% |
| All | +30.7% | +89.2% | -58.5% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling