+52.7%
IEFA vs EPAM
-81.7%
+134.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +1.2% | -0.9% | +2.0% | +1.3% |
| 30D | -0.6% | +18.4% | -18.9% | -2.6% |
| 3M | +6.2% | +19.2% | -13.0% | +3.4% |
| 6M | +11.2% | -21.0% | +32.1% | +13.7% |
| YTD | +14.2% | -43.7% | +57.9% | +21.3% |
| 1Y | +20.0% | -29.9% | +49.9% | +23.5% |
| 3Y | +68.8% | -56.5% | +125.3% | +80.7% |
| 5Y | +52.7% | -81.7% | +134.3% | +69.7% |
| All | +52.7% | -81.7% | +134.4% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling