-30.3%
EPAM vs IFF
+24.7%
-55.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.1% |
| 7D | +18.8% | -9.8% | +28.6% | +22.4% |
| 30D | +44.9% | -1.6% | +46.6% | +45.5% |
| 3M | +68.6% | -1.8% | +70.4% | +69.2% |
| 6M | +65.4% | +3.6% | +61.8% | +63.5% |
| YTD | -19.9% | +25.4% | -45.3% | -26.7% |
| 1Y | -10.0% | +35.4% | -45.4% | -20.6% |
| 3Y | -30.3% | +23.9% | -54.2% | -40.2% |
| All | -30.3% | +24.7% | -55.0% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling