+722.8%
IGV vs EPAM
+1,058.6%
-335.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +1.0% |
| 7D | -5.2% | +13.4% | -18.6% | -9.5% |
| 30D | -10.0% | +47.1% | -57.1% | -20.5% |
| 3M | -0.5% | +71.2% | -71.7% | -16.1% |
| 6M | +12.6% | +48.9% | -36.3% | -2.4% |
| YTD | -6.4% | -22.2% | +15.8% | -3.0% |
| 1Y | -9.5% | -5.2% | -4.4% | -11.6% |
| 3Y | +41.7% | -34.9% | +76.6% | +47.6% |
| 5Y | +12.7% | -77.4% | +90.1% | +46.4% |
| 10Y | +354.1% | +158.1% | +196.0% | +190.1% |
| All | +722.8% | +1,058.6% | -335.9% | +320.2% |
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