-97.3%
IRE vs EPAM
+8.2%
-105.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.9% | +11.6% |
| 7D | -15.1% | +18.5% | -33.7% | +2.1% |
| 30D | -71.4% | +44.0% | -115.4% | -62.2% |
| 3M | -81.2% | +63.0% | -144.1% | -73.6% |
| 6M | -93.7% | +67.3% | -161.0% | -90.3% |
| YTD | -92.2% | -20.5% | -71.7% | -88.6% |
| 1Y | -97.3% | -9.6% | -87.6% | -95.8% |
| All | -97.3% | +8.2% | -105.6% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling