+38.3%
IEMG vs EPAM
-32.1%
+70.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +1.6% |
| 7D | +2.2% | +2.0% | +0.3% | +2.3% |
| 30D | +4.6% | +6.5% | -1.9% | +4.8% |
| 3M | +0.4% | +19.9% | -19.6% | +2.2% |
| 6M | +16.4% | -16.9% | +33.3% | +20.4% |
| YTD | +25.4% | -42.9% | +68.3% | +32.1% |
| 1Y | +38.3% | -30.4% | +68.6% | +42.3% |
| All | +38.3% | -32.1% | +70.4% | +42.3% |
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