+146.7%
IAU vs EPAM
+751.2%
-604.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.8% |
| 7D | -0.5% | +2.0% | -2.5% | -0.5% |
| 30D | +4.4% | +6.5% | -2.1% | +4.4% |
| 3M | -1.1% | +19.9% | -21.0% | -1.1% |
| 6M | -13.7% | -16.9% | +3.2% | -13.7% |
| YTD | +2.7% | -42.9% | +45.6% | +2.7% |
| 1Y | +24.6% | -30.4% | +55.0% | +24.6% |
| 3Y | +126.8% | -54.7% | +181.6% | +127.1% |
| 5Y | +139.5% | -81.8% | +221.3% | +140.7% |
| 10Y | +226.3% | +65.5% | +160.8% | +242.0% |
| All | +146.7% | +751.2% | -604.5% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling