-11.5%
IREN vs EPAM
-76.4%
+64.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -3.9% | +23.9% | +21.1% |
| 7D | -9.6% | +13.4% | -23.0% | -14.6% |
| 30D | -44.1% | +47.1% | -91.1% | -51.6% |
| 3M | -42.9% | +71.2% | -114.1% | -53.3% |
| 6M | -64.5% | +48.9% | -113.4% | -70.6% |
| YTD | -42.7% | -22.2% | -20.5% | -40.8% |
| 1Y | -67.7% | -5.2% | -62.5% | -69.4% |
| 3Y | +547.9% | -34.9% | +582.9% | +576.5% |
| All | -11.5% | -76.4% | +64.9% | +19.5% |
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 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