+20.9%
IEF vs EPAM
+1,058.6%
-1,037.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | -0.2% |
| 7D | +0.1% | +13.4% | -13.3% | +0.2% |
| 30D | +3.1% | +47.1% | -44.0% | +3.4% |
| 3M | -0.5% | +71.2% | -71.6% | 0.0% |
| 6M | -1.6% | +48.9% | -50.6% | -1.2% |
| YTD | -1.6% | -22.2% | +20.7% | -1.8% |
| 1Y | -1.5% | -5.2% | +3.7% | -1.4% |
| 3Y | +12.4% | -34.9% | +47.4% | +12.2% |
| 5Y | -7.5% | -77.4% | +69.9% | -8.7% |
| 10Y | +5.2% | +158.1% | -152.9% | +12.0% |
| All | +20.9% | +1,058.6% | -1,037.7% | +33.8% |
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