+248.1%
IOVA vs EPAM
-4.9%
+253.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.9% | +7.7% | +2.9% |
| 7D | -5.2% | +13.4% | -18.6% | -1.2% |
| 30D | -37.8% | +47.1% | -84.8% | -32.3% |
| 3M | +29.5% | +71.2% | -41.7% | +45.6% |
| 6M | +96.6% | +48.9% | +47.6% | +115.7% |
| YTD | +194.5% | -22.2% | +216.7% | +262.6% |
| 1Y | +248.1% | -5.2% | +253.2% | +328.8% |
| All | +248.1% | -4.9% | +253.0% | +328.8% |
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