+362.9%
IJR vs EPAM
+1,084.1%
-721.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.4% | +18.5% | -19.0% | -4.3% |
| 30D | +3.5% | +44.0% | -40.5% | -4.5% |
| 3M | -3.8% | +63.0% | -66.7% | -13.7% |
| 6M | +4.3% | +67.3% | -62.9% | -8.2% |
| YTD | +19.4% | -20.5% | +39.9% | +21.5% |
| 1Y | +20.5% | -9.6% | +30.2% | +19.3% |
| 3Y | +63.0% | -30.8% | +93.9% | +65.3% |
| 5Y | +28.6% | -75.6% | +104.2% | +51.2% |
| 10Y | +157.2% | +159.6% | -2.4% | +70.9% |
| All | +362.9% | +1,084.1% | -721.3% | +157.4% |
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