+106.8%
IOVA vs EPAM
-36.8%
+143.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +1.9% | +9.1% | -7.2% | -0.3% |
| 30D | -44.1% | +38.5% | -82.6% | -48.2% |
| 3M | +28.9% | +61.0% | -32.1% | +15.1% |
| 6M | +125.7% | +58.0% | +67.7% | +93.6% |
| YTD | +199.3% | -23.5% | +222.7% | +242.2% |
| 1Y | +255.2% | -10.5% | +265.8% | +274.2% |
| 3Y | +106.8% | -33.8% | +140.7% | +79.5% |
| All | +106.8% | -36.8% | +143.6% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling