+60.0%
IVZ vs EQNR
+416.8%
-356.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -2.4% | +6.4% | -8.8% | -4.8% |
| 30D | +3.0% | +10.4% | -7.3% | -1.1% |
| 3M | +14.9% | +23.1% | -8.2% | +4.4% |
| 6M | +36.7% | +36.3% | +0.5% | +15.9% |
| YTD | +25.7% | +96.0% | -70.3% | -10.4% |
| 1Y | +47.7% | +94.2% | -46.5% | +5.1% |
| 3Y | +138.8% | +75.3% | +63.6% | +72.0% |
| 5Y | +62.1% | +187.2% | -125.1% | -19.2% |
| All | +60.0% | +416.8% | -356.8% | -45.2% |
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