+16.7%
IOVA vs EPAM
+163.7%
-147.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +1.9% | +9.1% | -7.2% | -2.5% |
| 30D | -44.1% | +38.5% | -82.6% | -50.6% |
| 3M | +28.9% | +61.0% | -32.1% | +8.0% |
| 6M | +125.7% | +58.0% | +67.7% | +82.3% |
| YTD | +199.3% | -23.5% | +222.7% | +211.0% |
| 1Y | +255.2% | -10.5% | +265.8% | +246.3% |
| 3Y | +106.8% | -33.8% | +140.7% | +117.9% |
| 5Y | -67.1% | -78.1% | +11.1% | -51.7% |
| 10Y | +16.7% | +157.7% | -141.0% | -62.3% |
| All | +16.7% | +163.7% | -147.0% | -62.3% |
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