+10.2%
IEF vs EPAM
-54.6%
+64.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | 0.0% |
| 7D | -0.3% | +2.0% | -2.2% | -0.3% |
| 30D | -0.8% | +6.5% | -7.3% | -0.8% |
| 3M | -1.0% | +19.9% | -20.9% | -1.1% |
| 6M | -2.8% | -16.9% | +14.2% | -2.7% |
| YTD | -1.5% | -42.9% | +41.4% | -1.2% |
| 1Y | -0.4% | -30.4% | +29.9% | -0.3% |
| All | +10.2% | -54.6% | +64.9% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling