+146.5%
IEFA vs EPAM
+63.0%
+83.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | -1.1% | +17.8% | -18.9% | -3.9% |
| 3M | +5.1% | +19.9% | -14.8% | +0.9% |
| 6M | +9.3% | -21.6% | +30.9% | +12.8% |
| YTD | +13.0% | -44.0% | +57.0% | +22.9% |
| 1Y | +19.2% | -30.5% | +49.7% | +24.0% |
| 3Y | +67.0% | -56.8% | +123.8% | +84.0% |
| 5Y | +51.1% | -81.7% | +132.8% | +86.5% |
| 10Y | +146.5% | +68.4% | +78.1% | +68.7% |
| All | +146.5% | +63.0% | +83.5% | +68.7% |
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