+74.0%
ITOT vs EPAM
-82.0%
+156.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -4.5% | +2.4% | -1.4% |
| 30D | -2.0% | +14.6% | -16.6% | -3.8% |
| 3M | +4.5% | +23.1% | -18.5% | +0.9% |
| 6M | +12.6% | -19.5% | +32.1% | +15.3% |
| YTD | +12.0% | -44.1% | +56.1% | +20.2% |
| 1Y | +17.3% | -25.2% | +42.5% | +20.1% |
| 3Y | +75.2% | -56.8% | +132.1% | +89.8% |
| 5Y | +74.0% | -81.7% | +155.8% | +103.0% |
| All | +74.0% | -82.0% | +156.0% | +103.0% |
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