-9.6%
EPAM vs IAG
+34.9%
-44.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | +18.5% | +3.4% | +15.1% | +18.5% |
| 30D | +44.0% | -2.7% | +46.7% | +44.1% |
| 3M | +63.0% | -0.5% | +63.5% | +63.1% |
| 6M | +67.3% | -4.8% | +72.1% | +67.8% |
| YTD | -20.5% | +9.6% | -30.1% | -19.8% |
| 1Y | -9.6% | +32.2% | -41.8% | -10.3% |
| All | -9.6% | +34.9% | -44.5% | -10.3% |
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