-12.4%
IREN vs EPAM
-76.8%
+64.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.8% | +9.1% | -11.8% | -7.0% |
| 30D | -39.2% | +38.5% | -77.6% | -46.2% |
| 3M | -48.1% | +61.0% | -109.0% | -56.7% |
| 6M | -65.0% | +58.0% | -123.1% | -71.6% |
| YTD | -43.3% | -23.5% | -19.9% | -41.2% |
| 1Y | -65.7% | -10.5% | -55.1% | -66.7% |
| 3Y | +620.9% | -33.8% | +654.7% | +645.3% |
| All | -12.4% | -76.8% | +64.3% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling