-67.9%
IOVA vs EPAM
-77.4%
+9.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.9% | +7.7% | +4.7% |
| 7D | -5.2% | +13.4% | -18.6% | -8.8% |
| 30D | -37.8% | +47.1% | -84.8% | -43.8% |
| 3M | +29.5% | +71.2% | -41.7% | +12.5% |
| 6M | +96.6% | +48.9% | +47.6% | +71.5% |
| YTD | +194.5% | -22.2% | +216.7% | +208.0% |
| 1Y | +248.1% | -5.2% | +253.2% | +241.1% |
| 3Y | +86.1% | -34.9% | +121.1% | +97.4% |
| All | -67.9% | -77.4% | +9.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling