+49.0%
IVZ vs EPAM
+170.1%
-121.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.1% |
| 7D | -2.4% | +13.4% | -15.8% | -7.3% |
| 30D | -11.2% | +47.1% | -58.3% | -22.4% |
| 3M | -14.0% | +71.2% | -85.1% | -28.7% |
| 6M | +0.5% | +48.9% | -48.5% | -14.9% |
| YTD | +5.4% | -22.2% | +27.7% | +9.1% |
| 1Y | +19.5% | -5.2% | +24.6% | +15.5% |
| 3Y | +128.7% | -34.9% | +163.7% | +139.2% |
| 5Y | +28.8% | -77.4% | +106.2% | +78.8% |
| All | +49.0% | +170.1% | -121.1% | -29.1% |
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