-91.1%
IOVA vs EPAM
+751.2%
-842.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +9.7% | +2.0% | +7.8% | +9.1% |
| 30D | +102.5% | +6.5% | +96.0% | +94.9% |
| 3M | +100.7% | +19.9% | +80.8% | +83.5% |
| 6M | +106.3% | -16.9% | +123.3% | +112.1% |
| YTD | +222.0% | -42.9% | +264.9% | +269.8% |
| 1Y | +299.5% | -30.4% | +329.9% | +327.6% |
| 3Y | +42.9% | -54.7% | +97.7% | +71.1% |
| 5Y | -65.0% | -81.8% | +16.8% | -50.0% |
| 10Y | +10.3% | +65.5% | -55.2% | -25.4% |
| All | -91.1% | +751.2% | -842.3% | -95.5% |
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