+371.0%
IJR vs EPAM
+751.2%
-380.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.9% |
| 7D | -0.2% | +2.0% | -2.1% | -0.6% |
| 30D | -2.4% | +6.5% | -8.9% | -4.1% |
| 3M | +3.9% | +19.9% | -16.0% | -1.0% |
| 6M | +12.4% | -16.9% | +29.3% | +15.1% |
| YTD | +21.5% | -42.9% | +64.4% | +33.4% |
| 1Y | +24.0% | -30.4% | +54.4% | +30.0% |
| 3Y | +49.7% | -54.7% | +104.4% | +66.9% |
| 5Y | +39.7% | -81.8% | +121.5% | +74.9% |
| 10Y | +169.0% | +65.5% | +103.6% | +96.6% |
| All | +371.0% | +751.2% | -380.2% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling