+9.0%
IYR vs EPAM
-10.0%
+19.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.2% | +18.5% | -19.7% | -1.8% |
| 30D | +6.1% | +44.0% | -37.9% | +4.4% |
| 3M | +0.9% | +63.0% | -62.0% | -1.3% |
| 6M | +1.2% | +67.3% | -66.1% | -1.8% |
| YTD | +11.1% | -20.5% | +31.7% | +9.4% |
| 1Y | +9.0% | -9.6% | +18.6% | +5.5% |
| All | +9.0% | -10.0% | +19.0% | +5.5% |
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