-92.2%
IOVA vs EPAM
+1,105.1%
-1,197.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +20.6% | -31.7% | -17.0% |
| 7D | -19.0% | +23.0% | -42.1% | -25.2% |
| 30D | -40.3% | +51.6% | -91.9% | -48.2% |
| 3M | +78.3% | +50.8% | +27.5% | +51.6% |
| 6M | +94.5% | +51.1% | +43.3% | +62.4% |
| YTD | +183.5% | -19.1% | +202.6% | +187.6% |
| 1Y | +327.6% | +3.0% | +324.6% | +298.7% |
| 3Y | +83.8% | -31.2% | +115.0% | +90.6% |
| 5Y | -69.0% | -76.5% | +7.5% | -59.5% |
| 10Y | +33.4% | +168.4% | -135.0% | -22.8% |
| All | -92.2% | +1,105.1% | -1,197.3% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling