+362.3%
IGV vs EPAM
+165.6%
+196.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.3% | +18.5% | -19.8% | -7.5% |
| 30D | -8.1% | +44.0% | -52.2% | -19.5% |
| 3M | -1.6% | +63.0% | -64.6% | -17.4% |
| 6M | +12.7% | +67.3% | -54.5% | -7.4% |
| YTD | -3.3% | -20.5% | +17.3% | 0.0% |
| 1Y | -7.9% | -9.6% | +1.7% | -8.8% |
| 3Y | +40.3% | -30.8% | +71.2% | +43.6% |
| 5Y | +17.3% | -75.6% | +92.9% | +61.8% |
| 10Y | +362.3% | +159.6% | +202.7% | +93.7% |
| All | +362.3% | +165.6% | +196.7% | +93.7% |
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 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