+1,079.0%
IWF vs EQNR
+2,025.8%
-946.8%
-51.3%
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% | -7.4% | -2.5% |
| 30D | -1.7% | +10.4% | -12.1% | -4.3% |
| 3M | +0.7% | +23.1% | -22.4% | -5.3% |
| 6M | +8.6% | +36.3% | -27.7% | -1.9% |
| YTD | +3.5% | +96.0% | -92.5% | -15.5% |
| 1Y | +7.0% | +94.2% | -87.2% | -12.7% |
| 3Y | +76.3% | +75.3% | +1.1% | +44.4% |
| 5Y | +74.8% | +187.2% | -112.5% | +19.1% |
| 10Y | +420.5% | +415.5% | +5.0% | +179.3% |
| All | +1,079.0% | +2,025.8% | -946.8% | +362.5% |
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