+65.4%
IVZ vs EPAM
+65.3%
+0.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.8% |
| 7D | +0.6% | +2.0% | -1.3% | 0.0% |
| 30D | +4.0% | +6.5% | -2.5% | +1.2% |
| 3M | +18.2% | +19.9% | -1.8% | +9.5% |
| 6M | +32.8% | -16.9% | +49.8% | +37.7% |
| YTD | +28.7% | -42.9% | +71.6% | +49.3% |
| 1Y | +55.4% | -30.4% | +85.7% | +67.8% |
| 3Y | +135.2% | -54.7% | +189.9% | +180.5% |
| 5Y | +64.2% | -81.8% | +146.0% | +142.7% |
| All | +65.4% | +65.3% | +0.1% | -10.4% |
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