-30.4%
EPAM vs IAG
+119.5%
-149.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.4% |
| 7D | +2.0% | -0.5% | +2.5% | +1.9% |
| 30D | +6.5% | +28.9% | -22.4% | +7.2% |
| 3M | +19.9% | +19.1% | +0.8% | +20.8% |
| 6M | -16.9% | -10.3% | -6.7% | -16.7% |
| YTD | -42.9% | +24.2% | -67.1% | -41.3% |
| 1Y | -30.4% | +116.5% | -146.9% | -20.4% |
| All | -30.4% | +119.5% | -149.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling