+126.0%
IAU vs EPAM
+1,058.6%
-932.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.8% |
| 7D | +4.7% | +13.4% | -8.6% | +4.7% |
| 30D | -0.9% | +47.1% | -48.0% | -1.0% |
| 3M | -4.4% | +71.2% | -75.5% | -4.5% |
| 6M | -13.5% | +48.9% | -62.4% | -13.6% |
| YTD | -5.9% | -22.2% | +16.3% | -6.0% |
| 1Y | +1.9% | -5.2% | +7.1% | +1.7% |
| 3Y | +104.1% | -34.9% | +139.0% | +104.0% |
| 5Y | +121.0% | -77.4% | +198.4% | +122.0% |
| 10Y | +204.1% | +158.1% | +46.0% | +219.8% |
| All | +126.0% | +1,058.6% | -932.6% | +132.7% |
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