-14.8%
IREN vs EPAM
-75.9%
+61.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.8% |
| 7D | -4.0% | +18.5% | -22.5% | -10.4% |
| 30D | -40.1% | +44.0% | -84.2% | -47.7% |
| 3M | -47.6% | +63.0% | -110.6% | -56.4% |
| 6M | -62.2% | +67.3% | -129.5% | -69.9% |
| YTD | -44.8% | -20.5% | -24.3% | -43.4% |
| 1Y | -63.7% | -9.6% | -54.1% | -64.7% |
| 3Y | +604.1% | -30.8% | +634.9% | +617.4% |
| All | -14.8% | -75.9% | +61.1% | +14.2% |
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