+202.4%
IWD vs EPAM
+168.6%
+33.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.7% |
| 7D | +1.6% | +18.8% | -17.2% | -1.7% |
| 30D | +3.6% | +44.9% | -41.4% | -3.1% |
| 3M | +2.0% | +68.6% | -66.5% | -7.1% |
| 6M | +13.1% | +65.4% | -52.4% | +2.2% |
| YTD | +26.2% | -19.9% | +46.1% | +28.3% |
| 1Y | +29.6% | -10.0% | +39.6% | +28.8% |
| 3Y | +84.3% | -30.3% | +114.6% | +85.7% |
| 5Y | +73.4% | -75.7% | +149.1% | +106.5% |
| 10Y | +202.4% | +167.2% | +35.3% | +83.9% |
| All | +202.4% | +168.6% | +33.8% | +83.9% |
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