+121.4%
IEMG vs EPAM
+813.7%
-692.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +0.7% | +18.5% | -17.8% | -2.7% |
| 30D | -6.4% | +44.0% | -50.4% | -12.8% |
| 3M | -5.5% | +63.0% | -68.5% | -14.1% |
| 6M | -8.3% | +67.3% | -75.6% | -18.1% |
| YTD | +13.2% | -20.5% | +33.7% | +15.1% |
| 1Y | +13.0% | -9.6% | +22.6% | +11.9% |
| 3Y | +71.6% | -30.8% | +102.4% | +72.7% |
| 5Y | +37.1% | -75.6% | +112.8% | +59.6% |
| 10Y | +135.2% | +159.6% | -24.3% | +50.9% |
| All | +121.4% | +813.7% | -692.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling