+67.6%
EPAM vs IFF
-19.8%
+87.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -4.5% | -2.8% | -1.7% | -3.2% |
| 30D | +14.6% | -1.1% | +15.8% | +15.2% |
| 3M | +23.1% | +13.8% | +9.3% | +16.0% |
| 6M | -19.5% | +16.7% | -36.1% | -26.5% |
| YTD | -44.1% | +26.1% | -70.2% | -51.2% |
| 1Y | -25.2% | +33.5% | -58.7% | -36.9% |
| 3Y | -56.8% | +31.6% | -88.4% | -64.4% |
| 5Y | -81.7% | -34.9% | -46.9% | -78.5% |
| All | +67.6% | -19.8% | +87.5% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling