+164.3%
IYR vs EPAM
+1,058.6%
-894.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | 0.0% |
| 7D | +2.0% | +13.4% | -11.4% | -0.4% |
| 30D | +8.2% | +47.1% | -38.8% | +1.4% |
| 3M | -1.7% | +71.2% | -72.9% | -10.4% |
| 6M | -0.4% | +48.9% | -49.3% | -7.9% |
| YTD | +9.9% | -22.2% | +32.1% | +11.8% |
| 1Y | +10.4% | -5.2% | +15.6% | +8.6% |
| 3Y | +38.4% | -34.9% | +73.4% | +40.8% |
| 5Y | +5.2% | -77.4% | +82.6% | +21.1% |
| 10Y | +83.8% | +158.1% | -74.2% | +40.9% |
| All | +164.3% | +1,058.6% | -894.4% | +80.2% |
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