+166.7%
IJR vs EPAM
+69.2%
+97.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.3% | -4.5% | +2.2% | -1.4% |
| 30D | -4.7% | +14.6% | -19.3% | -7.6% |
| 3M | +2.1% | +23.1% | -21.0% | -3.6% |
| 6M | +13.9% | -19.5% | +33.3% | +17.7% |
| YTD | +18.2% | -44.1% | +62.3% | +31.5% |
| 1Y | +21.8% | -25.2% | +47.0% | +26.1% |
| 3Y | +52.2% | -56.8% | +109.0% | +73.0% |
| 5Y | +40.1% | -81.7% | +121.9% | +83.6% |
| All | +166.7% | +69.2% | +97.4% | +51.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling