+204.6%
IWD vs EPAM
+165.6%
+39.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.6% | +18.5% | -19.1% | -3.7% |
| 30D | +3.6% | +44.0% | -40.4% | -3.0% |
| 3M | +2.7% | +63.0% | -60.3% | -6.0% |
| 6M | +13.2% | +67.3% | -54.0% | +2.1% |
| YTD | +26.8% | -20.5% | +47.3% | +29.0% |
| 1Y | +29.3% | -9.6% | +38.9% | +28.4% |
| 3Y | +85.1% | -30.8% | +116.0% | +86.8% |
| 5Y | +74.2% | -75.6% | +149.8% | +107.1% |
| 10Y | +204.6% | +159.6% | +45.0% | +84.6% |
| All | +204.6% | +165.6% | +39.0% | +84.6% |
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