-83.7%
IRE vs EPAM
-22.2%
-61.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.4% | +16.4% | +13.1% |
| 7D | +54.8% | +2.0% | +52.8% | +55.8% |
| 30D | +18.4% | +6.5% | +11.9% | +19.9% |
| 3M | -66.7% | +19.9% | -86.7% | -61.2% |
| 6M | -52.3% | -16.9% | -35.4% | -46.5% |
| YTD | -52.3% | -42.9% | -9.4% | -47.1% |
| All | -83.7% | -22.2% | -61.5% | -78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling