-75.3%
EPAM vs IAG
+421.7%
-497.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.4% | -7.7% | +10.1% | +2.9% |
| 30D | +42.3% | +1.6% | +40.7% | +41.7% |
| 3M | +60.7% | -2.4% | +63.1% | +60.3% |
| 6M | +80.5% | -7.8% | +88.3% | +80.3% |
| YTD | -20.4% | +5.0% | -25.4% | -22.2% |
| 1Y | -9.6% | +25.7% | -35.3% | -13.3% |
| 3Y | -30.5% | +694.5% | -725.0% | -48.8% |
| All | -75.3% | +421.7% | -497.0% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling