-30.2%
EPAM vs IAG
+655.1%
-685.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.8% | +0.8% |
| 7D | -1.1% | -2.1% | +0.9% | -1.2% |
| 30D | +41.8% | -6.2% | +48.0% | +41.9% |
| 3M | +63.4% | -5.1% | +68.5% | +63.4% |
| 6M | +72.2% | -10.0% | +82.2% | +72.5% |
| YTD | -20.0% | +3.9% | -24.0% | -20.9% |
| 1Y | -9.0% | +18.9% | -27.9% | -10.8% |
| All | -30.2% | +655.1% | -685.3% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling