+13.9%
IEMG vs EPAM
-15.2%
+29.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -3.1% | +0.8% | -3.9% | -3.0% |
| 30D | -10.3% | +24.9% | -35.3% | -9.2% |
| 3M | -6.6% | +22.6% | -29.2% | -5.5% |
| 6M | -3.9% | +24.2% | -28.1% | -0.3% |
| YTD | +12.4% | -33.0% | +45.3% | +18.7% |
| 1Y | +13.9% | -13.3% | +27.2% | +16.7% |
| All | +13.9% | -15.2% | +29.1% | +16.7% |
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 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