+5.4%
IYR vs EPAM
-75.7%
+81.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.6% | +2.4% | -1.8% | +0.3% |
| 30D | +6.6% | +42.3% | -35.8% | +1.9% |
| 3M | -1.8% | +60.7% | -62.5% | -7.6% |
| 6M | +1.4% | +80.5% | -79.1% | -6.5% |
| YTD | +10.5% | -20.4% | +30.9% | +11.9% |
| 1Y | +10.6% | -9.6% | +20.2% | +10.1% |
| 3Y | +41.8% | -30.5% | +72.3% | +42.7% |
| All | +5.4% | -75.7% | +81.1% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling