+41.1%
IJR vs EPAM
-81.7%
+122.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | -3.1% | +18.4% | -21.5% | -5.7% |
| 3M | +4.4% | +19.2% | -14.8% | +0.9% |
| 6M | +16.1% | -21.0% | +37.1% | +19.4% |
| YTD | +20.6% | -43.7% | +64.3% | +30.2% |
| 1Y | +22.9% | -29.9% | +52.7% | +27.5% |
| 3Y | +55.2% | -56.5% | +111.8% | +69.3% |
| 5Y | +41.1% | -81.7% | +122.8% | +62.1% |
| All | +41.1% | -81.7% | +122.8% | +62.1% |
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