+19.6%
IAU vs EPAM
-32.1%
+51.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | +0.3% | +18.4% | -18.0% | +0.6% |
| 3M | +0.7% | +19.2% | -18.5% | +1.1% |
| 6M | -15.5% | -21.0% | +5.5% | -16.7% |
| YTD | +1.0% | -43.7% | +44.7% | -3.5% |
| 1Y | +19.6% | -29.9% | +49.4% | +22.6% |
| All | +19.6% | -32.1% | +51.7% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling