+74.7%
IWD vs EQNR
+183.4%
-108.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -0.8% | +6.4% | -7.2% | -1.5% |
| 30D | -0.8% | +10.4% | -11.2% | -1.9% |
| 3M | +6.9% | +23.1% | -16.2% | +4.3% |
| 6M | +18.3% | +36.3% | -18.0% | +12.9% |
| YTD | +22.4% | +96.0% | -73.6% | +10.3% |
| 1Y | +27.4% | +94.2% | -66.8% | +14.9% |
| 3Y | +71.2% | +75.3% | -4.1% | +55.0% |
| All | +74.7% | +183.4% | -108.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling