+5.5%
IYR vs EPAM
-81.9%
+87.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.4% |
| 7D | -1.2% | +2.0% | -3.2% | -1.5% |
| 30D | -2.9% | +6.5% | -9.4% | -3.8% |
| 3M | +0.8% | +19.9% | -19.1% | -1.9% |
| 6M | +1.9% | -16.9% | +18.8% | +3.4% |
| YTD | +9.6% | -42.9% | +52.5% | +15.9% |
| 1Y | +8.1% | -30.4% | +38.5% | +11.1% |
| 3Y | +29.2% | -54.7% | +83.9% | +37.4% |
| All | +5.5% | -81.9% | +87.4% | +19.0% |
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