+30.7%
IOVA vs EPAM
+170.1%
-139.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.9% | +7.7% | +5.0% |
| 7D | -5.2% | +13.4% | -18.6% | -10.4% |
| 30D | -37.8% | +47.1% | -84.8% | -46.0% |
| 3M | +29.5% | +71.2% | -41.7% | +6.4% |
| 6M | +96.6% | +48.9% | +47.6% | +62.6% |
| YTD | +194.5% | -22.2% | +216.7% | +204.6% |
| 1Y | +248.1% | -5.2% | +253.2% | +232.0% |
| 3Y | +86.1% | -34.9% | +121.1% | +97.6% |
| 5Y | -67.8% | -77.4% | +9.6% | -53.4% |
| All | +30.7% | +170.1% | -139.4% | -57.9% |
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