+590.8%
ITOT vs EPAM
+1,086.5%
-495.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.5% | +2.4% | +0.1% | +2.0% |
| 30D | -1.7% | +42.3% | -44.0% | -8.6% |
| 3M | -3.4% | +60.7% | -64.0% | -12.4% |
| 6M | +2.1% | +80.5% | -78.4% | -10.6% |
| YTD | +11.5% | -20.4% | +31.9% | +13.3% |
| 1Y | +13.6% | -9.6% | +23.2% | +12.5% |
| 3Y | +77.2% | -30.5% | +107.7% | +78.6% |
| 5Y | +64.4% | -75.7% | +140.1% | +91.3% |
| 10Y | +288.6% | +160.1% | +128.5% | +172.5% |
| All | +590.8% | +1,086.5% | -495.8% | +310.9% |
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