+67.7%
IEMG vs EPAM
-31.2%
+98.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.8% |
| 7D | -0.7% | +18.8% | -19.5% | -1.2% |
| 30D | -9.4% | +44.9% | -54.3% | -10.8% |
| 3M | -7.3% | +68.6% | -75.9% | -9.7% |
| 6M | -10.4% | +65.4% | -75.8% | -12.6% |
| YTD | +10.6% | -19.9% | +30.5% | +15.9% |
| 1Y | +10.5% | -10.0% | +20.5% | +14.1% |
| 3Y | +67.7% | -30.3% | +98.0% | +67.4% |
| All | +67.7% | -31.2% | +98.9% | +67.4% |
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