-56.5%
EPAM vs IFF
+33.6%
-90.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +18.4% | -0.3% | +18.7% | +18.4% |
| 3M | +19.2% | +18.6% | +0.7% | +13.4% |
| 6M | -21.0% | +17.4% | -38.3% | -25.3% |
| YTD | -43.7% | +28.5% | -72.2% | -49.1% |
| 1Y | -29.9% | +32.5% | -62.4% | -37.7% |
| 3Y | -56.5% | +34.1% | -90.6% | -64.6% |
| All | -56.5% | +33.6% | -90.1% | -64.6% |
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