-6.7%
IGV vs EPAM
-32.1%
+25.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | 0.0% | +18.4% | -18.4% | -4.6% |
| 3M | +7.3% | +19.2% | -11.9% | +1.2% |
| 6M | +16.7% | -21.0% | +37.7% | +23.4% |
| YTD | -2.8% | -43.7% | +40.9% | +11.7% |
| 1Y | -6.7% | -29.9% | +23.2% | +1.5% |
| All | -6.7% | -32.1% | +25.4% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling