+64.3%
IYR vs EPAM
+65.2%
-0.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -2.5% | +18.4% | -20.9% | -5.5% |
| 3M | +1.5% | +19.2% | -17.8% | -2.5% |
| 6M | +3.9% | -21.0% | +24.8% | +7.1% |
| YTD | +9.5% | -43.7% | +53.2% | +19.2% |
| 1Y | +7.5% | -29.9% | +37.3% | +11.7% |
| 3Y | +30.8% | -56.5% | +87.3% | +44.5% |
| 5Y | +4.8% | -81.7% | +86.5% | +31.6% |
| 10Y | +64.3% | +64.5% | -0.2% | +16.6% |
| All | +64.3% | +65.2% | -0.9% | +16.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling