+164.5%
EPAM vs IAG
+384.2%
-219.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.8% | +0.9% |
| 7D | -1.1% | -2.1% | +0.9% | -1.1% |
| 30D | +41.8% | -6.2% | +48.0% | +42.1% |
| 3M | +63.4% | -5.1% | +68.5% | +63.4% |
| 6M | +72.2% | -10.0% | +82.2% | +72.3% |
| YTD | -20.0% | +3.9% | -24.0% | -21.3% |
| 1Y | -9.0% | +18.9% | -27.9% | -11.4% |
| 3Y | -30.4% | +651.8% | -682.1% | -42.4% |
| 5Y | -75.6% | +416.3% | -491.9% | -80.1% |
| All | +164.5% | +384.2% | -219.7% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling