+145.8%
IEFA vs EPAM
+168.6%
-22.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.3% |
| 7D | +1.1% | +18.8% | -17.7% | -2.2% |
| 30D | +0.7% | +44.9% | -44.3% | -5.9% |
| 3M | -3.4% | +68.6% | -71.9% | -12.2% |
| 6M | +1.5% | +65.4% | -63.9% | -8.5% |
| YTD | +10.4% | -19.9% | +30.3% | +12.3% |
| 1Y | +13.4% | -10.0% | +23.4% | +12.7% |
| 3Y | +66.7% | -30.3% | +96.9% | +67.8% |
| 5Y | +49.5% | -75.7% | +125.2% | +77.1% |
| 10Y | +145.8% | +167.2% | -21.4% | +55.8% |
| All | +145.8% | +168.6% | -22.9% | +55.8% |
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 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