+167.3%
IYR vs EPAM
+1,084.1%
-916.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.2% | +18.5% | -19.7% | -4.2% |
| 30D | +6.1% | +44.0% | -37.9% | -0.3% |
| 3M | +0.9% | +63.0% | -62.0% | -7.2% |
| 6M | +1.2% | +67.3% | -66.1% | -8.2% |
| YTD | +11.1% | -20.5% | +31.7% | +12.7% |
| 1Y | +9.0% | -9.6% | +18.6% | +8.1% |
| 3Y | +41.4% | -30.8% | +72.2% | +42.3% |
| 5Y | +6.7% | -75.6% | +82.3% | +21.0% |
| 10Y | +87.7% | +159.6% | -71.9% | +43.5% |
| All | +167.3% | +1,084.1% | -916.9% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling