+552.2%
IYR vs EQNR
+2,025.8%
-1,473.6%
-74.1%
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 | -1.4% | +6.4% | -7.8% | -3.3% |
| 30D | -2.7% | +10.4% | -13.0% | -5.8% |
| 3M | -2.1% | +23.1% | -25.2% | -9.1% |
| 6M | +3.6% | +36.3% | -32.7% | -8.2% |
| YTD | +8.1% | +96.0% | -87.8% | -15.3% |
| 1Y | +4.7% | +94.2% | -89.5% | -18.0% |
| 3Y | +29.1% | +75.3% | -46.1% | +1.5% |
| 5Y | +6.9% | +187.2% | -180.3% | -32.9% |
| 10Y | +69.0% | +415.5% | -346.5% | -22.2% |
| All | +552.2% | +2,025.8% | -1,473.6% | +112.4% |
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