+13.0%
IEMG vs EPAM
-10.0%
+23.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.2% |
| 7D | +0.7% | +18.5% | -17.8% | +2.6% |
| 30D | -6.4% | +44.0% | -50.4% | -3.6% |
| 3M | -5.5% | +63.0% | -68.5% | -2.0% |
| 6M | -8.3% | +67.3% | -75.6% | -3.3% |
| YTD | +13.2% | -20.5% | +33.7% | +21.8% |
| 1Y | +13.0% | -9.6% | +22.6% | +17.8% |
| All | +13.0% | -10.0% | +23.0% | +17.8% |
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 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