+86.0%
IYR vs EPAM
+163.7%
-77.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +2.3% | +9.1% | -6.8% | +0.3% |
| 30D | +7.4% | +38.5% | -31.1% | +0.8% |
| 3M | -0.7% | +61.0% | -61.7% | -9.5% |
| 6M | +1.6% | +58.0% | -56.4% | -7.9% |
| YTD | +11.6% | -23.5% | +35.0% | +14.2% |
| 1Y | +10.5% | -10.5% | +21.0% | +9.7% |
| 3Y | +43.4% | -33.8% | +77.2% | +45.6% |
| 5Y | +6.8% | -78.1% | +84.9% | +32.1% |
| 10Y | +86.0% | +157.7% | -71.7% | +22.9% |
| All | +86.0% | +163.7% | -77.7% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling