+306.5%
IVV vs EPAM
+170.1%
+136.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.1% |
| 7D | -2.7% | +13.4% | -16.1% | -5.6% |
| 30D | -5.4% | +47.1% | -52.4% | -12.9% |
| 3M | -4.1% | +71.2% | -75.2% | -14.6% |
| 6M | +0.7% | +48.9% | -48.2% | -8.9% |
| YTD | +8.7% | -22.2% | +31.0% | +11.4% |
| 1Y | +11.0% | -5.2% | +16.1% | +8.8% |
| 3Y | +75.4% | -34.9% | +110.4% | +79.6% |
| 5Y | +68.3% | -77.4% | +145.7% | +112.0% |
| All | +306.5% | +170.1% | +136.4% | +129.7% |
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