+162.8%
EPAM vs IFF
-10.9%
+173.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +18.5% | -5.7% | +24.3% | +21.6% |
| 30D | +44.0% | -2.7% | +46.8% | +45.5% |
| 3M | +63.0% | -2.3% | +65.3% | +64.2% |
| 6M | +67.3% | +6.0% | +61.2% | +61.8% |
| YTD | -20.5% | +24.6% | -45.1% | -30.5% |
| 1Y | -9.6% | +29.4% | -39.0% | -22.7% |
| 3Y | -30.8% | +23.1% | -53.9% | -41.1% |
| 5Y | -75.6% | -37.2% | -38.5% | -70.8% |
| All | +162.8% | -10.9% | +173.7% | +138.2% |
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