+148.1%
IEFA vs EPAM
+157.4%
-9.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | +1.1% | +42.3% | -41.3% | -5.3% |
| 3M | -4.3% | +60.7% | -64.9% | -12.3% |
| 6M | +1.4% | +80.5% | -79.1% | -10.1% |
| YTD | +10.1% | -20.4% | +30.4% | +12.0% |
| 1Y | +12.9% | -9.6% | +22.5% | +12.1% |
| 3Y | +65.8% | -30.5% | +96.3% | +67.0% |
| 5Y | +47.7% | -75.7% | +123.4% | +74.8% |
| All | +148.1% | +157.4% | -9.2% | +56.9% |
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