+636.0%
IVV vs EPAM
+751.2%
-115.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +0.1% | +2.0% | -1.8% | -0.2% |
| 30D | +0.1% | +6.5% | -6.5% | -1.5% |
| 3M | +2.0% | +19.9% | -17.9% | -2.3% |
| 6M | +13.0% | -16.9% | +30.0% | +15.5% |
| YTD | +13.6% | -42.9% | +56.5% | +23.5% |
| 1Y | +20.1% | -30.4% | +50.5% | +25.2% |
| 3Y | +77.6% | -54.7% | +132.3% | +95.0% |
| 5Y | +82.5% | -81.8% | +164.3% | +123.6% |
| 10Y | +316.5% | +65.5% | +251.1% | +219.0% |
| All | +636.0% | +751.2% | -115.2% | +374.8% |
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