-60.4%
IOVA vs EPAM
-75.7%
+15.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -3.5% | +2.4% | -5.9% | -4.0% |
| 30D | -45.4% | +42.3% | -87.7% | -50.2% |
| 3M | +19.0% | +60.7% | -41.6% | +5.1% |
| 6M | +112.0% | +80.5% | +31.5% | +75.4% |
| YTD | +184.2% | -20.4% | +204.6% | +195.7% |
| 1Y | +222.0% | -9.6% | +231.6% | +221.4% |
| 3Y | +92.6% | -30.5% | +123.0% | +101.0% |
| All | -60.4% | -75.7% | +15.3% | -50.3% |
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 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