+105.6%
IAU vs EPAM
-75.7%
+181.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -4.6% | +2.4% | -7.0% | -4.6% |
| 30D | -5.4% | +42.3% | -47.8% | -5.6% |
| 3M | -10.9% | +60.7% | -71.5% | -11.1% |
| 6M | -17.4% | +80.5% | -97.9% | -17.6% |
| YTD | -10.2% | -20.4% | +10.2% | -10.4% |
| 1Y | -7.1% | -9.6% | +2.5% | -7.3% |
| 3Y | +97.7% | -30.5% | +128.2% | +97.7% |
| All | +105.6% | -75.7% | +181.3% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling