+162.6%
EPAM vs IAG
+365.5%
-202.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.2% | -11.1% | -4.3% |
| 7D | +13.4% | +21.4% | -8.0% | +12.0% |
| 30D | +47.1% | +4.0% | +43.0% | +46.5% |
| 3M | +71.2% | +17.0% | +54.1% | +69.2% |
| 6M | +48.9% | +1.4% | +47.5% | +48.1% |
| YTD | -22.2% | +13.8% | -36.0% | -23.8% |
| 1Y | -5.2% | +55.8% | -61.0% | -9.1% |
| 3Y | -34.9% | +647.4% | -682.4% | -45.8% |
| 5Y | -77.4% | +519.1% | -596.5% | -81.6% |
| All | +162.6% | +365.5% | -202.9% | +115.1% |
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