+49.0%
IVZ vs EPAM
+180.9%
-132.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +20.6% | -28.6% | -14.1% |
| 7D | -6.7% | +23.0% | -29.7% | -13.6% |
| 30D | -10.9% | +51.6% | -62.4% | -22.8% |
| 3M | -14.8% | +50.8% | -65.7% | -26.8% |
| 6M | +2.4% | +51.1% | -48.7% | -13.5% |
| YTD | +5.4% | -19.1% | +24.6% | +7.9% |
| 1Y | +19.6% | +3.0% | +16.6% | +12.6% |
| 3Y | +122.4% | -31.2% | +153.6% | +128.7% |
| 5Y | +28.8% | -76.5% | +105.3% | +76.7% |
| All | +49.0% | +180.9% | -132.0% | -29.9% |
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 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