+357.9%
IGV vs EPAM
+65.2%
+292.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | 0.0% | +18.4% | -18.4% | -5.4% |
| 3M | +7.3% | +19.2% | -11.9% | +0.1% |
| 6M | +16.7% | -21.0% | +37.7% | +24.0% |
| YTD | -2.8% | -43.7% | +40.9% | +14.1% |
| 1Y | -6.7% | -29.9% | +23.2% | +1.4% |
| 3Y | +41.1% | -56.5% | +97.7% | +70.6% |
| 5Y | +22.0% | -81.7% | +103.7% | +84.1% |
| 10Y | +357.9% | +64.5% | +293.4% | +135.8% |
| All | +357.9% | +65.2% | +292.7% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling