+216.7%
IAU vs EPAM
+163.7%
+53.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +4.9% | +9.1% | -4.2% | +4.7% |
| 30D | -1.4% | +38.5% | -39.9% | -1.8% |
| 3M | -4.8% | +61.0% | -65.7% | -5.4% |
| 6M | -12.5% | +58.0% | -70.5% | -13.1% |
| YTD | -4.2% | -23.5% | +19.3% | -4.1% |
| 1Y | +3.1% | -10.5% | +13.7% | +2.9% |
| 3Y | +110.0% | -33.8% | +143.8% | +110.2% |
| 5Y | +123.1% | -78.1% | +201.2% | +129.6% |
| 10Y | +216.7% | +157.7% | +59.0% | +226.1% |
| All | +216.7% | +163.7% | +53.0% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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