+21.0%
IEF vs EPAM
+751.2%
-730.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | -0.1% |
| 7D | -0.3% | +2.0% | -2.2% | -0.3% |
| 30D | -0.8% | +6.5% | -7.3% | -0.7% |
| 3M | -1.0% | +19.9% | -20.9% | -0.8% |
| 6M | -2.8% | -16.9% | +14.2% | -2.9% |
| YTD | -1.5% | -42.9% | +41.4% | -2.0% |
| 1Y | -0.4% | -30.4% | +29.9% | -0.7% |
| 3Y | +9.7% | -54.7% | +64.4% | +9.1% |
| 5Y | -8.3% | -81.8% | +73.5% | -9.5% |
| 10Y | +4.6% | +65.5% | -60.8% | +10.7% |
| All | +21.0% | +751.2% | -730.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling