-1.4%
IEF vs EPAM
-11.8%
+10.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +0.3% | +9.1% | -8.7% | +0.2% |
| 30D | +2.7% | +38.5% | -35.8% | +2.3% |
| 3M | -0.8% | +61.0% | -61.7% | -1.3% |
| 6M | -1.7% | +58.0% | -59.7% | -2.1% |
| YTD | -1.6% | -23.5% | +21.8% | -2.1% |
| All | -1.4% | -11.8% | +10.3% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling