-20.3%
IREN vs EPAM
-75.7%
+55.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.7% |
| 7D | +8.0% | -1.1% | +9.2% | +8.0% |
| 30D | -44.0% | +41.8% | -85.9% | -50.9% |
| 3M | -55.4% | +63.4% | -118.7% | -62.9% |
| 6M | -65.6% | +72.2% | -137.8% | -72.9% |
| YTD | -48.4% | -20.0% | -28.4% | -47.2% |
| 1Y | -65.0% | -9.0% | -56.0% | -66.1% |
| 3Y | +558.1% | -30.4% | +588.5% | +569.4% |
| All | -20.3% | -75.7% | +55.4% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling