+712.8%
IWM vs EQNR
+2,040.5%
-1,327.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | +5.7% | -8.3% | -4.4% |
| 30D | -4.4% | +11.3% | -15.7% | -8.0% |
| 3M | +2.2% | +21.5% | -19.2% | -5.4% |
| 6M | +14.0% | +41.8% | -27.8% | -1.8% |
| YTD | +17.4% | +97.3% | -80.0% | -10.6% |
| 1Y | +22.9% | +89.9% | -67.0% | -5.5% |
| 3Y | +62.1% | +76.9% | -14.8% | +24.1% |
| 5Y | +38.2% | +189.2% | -151.0% | -16.3% |
| 10Y | +169.0% | +419.0% | -250.1% | +22.4% |
| All | +712.8% | +2,040.5% | -1,327.8% | +153.3% |
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