+7.5%
IYR vs EPAM
-32.1%
+39.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -2.5% | +18.4% | -20.9% | -3.3% |
| 3M | +1.5% | +19.2% | -17.8% | +0.2% |
| 6M | +3.9% | -21.0% | +24.8% | +3.5% |
| YTD | +9.5% | -43.7% | +53.2% | +10.2% |
| 1Y | +7.5% | -29.9% | +37.3% | +7.1% |
| All | +7.5% | -32.1% | +39.6% | +7.1% |
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