+7.3%
IEF vs EPAM
+157.4%
-150.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.0% |
| 30D | +0.7% | +42.3% | -41.6% | +0.8% |
| 3M | -2.5% | +60.7% | -63.1% | -2.3% |
| 6M | -2.6% | +80.5% | -83.1% | -2.3% |
| YTD | -3.2% | -20.4% | +17.2% | -3.3% |
| 1Y | -3.0% | -9.6% | +6.6% | -3.1% |
| 3Y | +10.5% | -30.5% | +41.0% | +10.5% |
| 5Y | -8.2% | -75.7% | +67.5% | -9.1% |
| All | +7.3% | +157.4% | -150.0% | +15.9% |
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