+4.5%
IEF vs EPAM
+65.2%
-60.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -0.7% | +18.4% | -19.1% | -0.7% |
| 3M | -0.4% | +19.2% | -19.7% | -0.3% |
| 6M | -2.5% | -21.0% | +18.5% | -2.6% |
| YTD | -1.6% | -43.7% | +42.1% | -1.8% |
| 1Y | -1.3% | -29.9% | +28.6% | -1.4% |
| 3Y | +10.1% | -56.5% | +66.6% | +9.8% |
| 5Y | -8.3% | -81.7% | +73.4% | -9.1% |
| 10Y | +4.5% | +64.5% | -60.0% | +12.2% |
| All | +4.5% | +65.2% | -60.7% | +12.2% |
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