+145.4%
IEMG vs EPAM
+556.8%
-411.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.1% |
| 7D | +2.2% | +2.0% | +0.3% | +1.9% |
| 30D | +4.6% | +6.5% | -1.9% | +3.1% |
| 3M | +0.4% | +19.9% | -19.6% | -3.9% |
| 6M | +16.4% | -16.9% | +33.3% | +18.8% |
| YTD | +25.4% | -42.9% | +68.3% | +36.3% |
| 1Y | +38.3% | -30.4% | +68.6% | +44.0% |
| 3Y | +84.1% | -54.7% | +138.8% | +101.6% |
| 5Y | +49.0% | -81.8% | +130.8% | +82.8% |
| 10Y | +141.8% | +65.5% | +76.4% | +69.3% |
| All | +145.4% | +556.8% | -411.3% | +38.2% |
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 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