-29.9%
EPAM vs IAG
+100.7%
-130.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.5% |
| 7D | -0.9% | +4.3% | -5.1% | -0.8% |
| 30D | +18.4% | +9.8% | +8.6% | +18.6% |
| 3M | +19.2% | +28.9% | -9.7% | +20.6% |
| 6M | -21.0% | -7.6% | -13.4% | -20.7% |
| YTD | -43.7% | +22.0% | -65.7% | -42.1% |
| 1Y | -29.9% | +99.5% | -129.4% | -20.1% |
| All | -29.9% | +100.7% | -130.6% | -20.1% |
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 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