+88.0%
IEMG vs EPAM
-56.4%
+144.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.2% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | +4.6% | +18.4% | -13.7% | +3.4% |
| 3M | +5.5% | +19.2% | -13.7% | +4.1% |
| 6M | +19.7% | -21.0% | +40.6% | +23.4% |
| YTD | +25.5% | -43.7% | +69.2% | +34.1% |
| 1Y | +35.5% | -29.9% | +65.4% | +40.2% |
| 3Y | +88.0% | -56.5% | +144.5% | +99.2% |
| All | +88.0% | -56.4% | +144.3% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling