+106.3%
IOVA vs EPAM
-16.7%
+123.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.2% |
| 7D | +9.7% | +2.0% | +7.8% | +10.5% |
| 30D | +102.5% | +6.5% | +96.0% | +110.6% |
| 3M | +100.7% | +19.9% | +80.8% | +106.0% |
| 6M | +106.3% | -16.9% | +123.3% | +166.3% |
| All | +106.3% | -16.7% | +123.0% | +166.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling