-81.3%
EPAM vs IAG
+764.1%
-845.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | +6.5% | +28.9% | -22.4% | +4.5% |
| 3M | +19.9% | +19.1% | +0.8% | +18.1% |
| 6M | -16.9% | -10.3% | -6.7% | -16.7% |
| YTD | -42.9% | +24.2% | -67.1% | -44.6% |
| 1Y | -30.4% | +116.5% | -146.9% | -36.3% |
| 3Y | -54.7% | +742.8% | -797.5% | -65.8% |
| All | -81.3% | +764.1% | -845.5% | -86.1% |
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