+312.0%
IVV vs EPAM
+158.4%
+153.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +3.3% | -1.1% | +4.5% | +3.5% |
| 30D | -2.7% | +41.8% | -44.5% | -9.7% |
| 3M | -1.7% | +63.4% | -65.1% | -11.6% |
| 6M | +3.2% | +72.2% | -69.0% | -9.4% |
| YTD | +12.0% | -20.0% | +32.0% | +14.1% |
| 1Y | +12.1% | -9.0% | +21.2% | +11.0% |
| 3Y | +78.6% | -30.4% | +109.0% | +80.2% |
| 5Y | +73.8% | -75.6% | +149.4% | +113.9% |
| All | +312.0% | +158.4% | +153.6% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling