+28.7%
IWD vs EPAM
-4.9%
+33.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -0.5% | +13.4% | -13.8% | -0.6% |
| 30D | +2.7% | +47.1% | -44.4% | +1.5% |
| 3M | +0.9% | +71.2% | -70.3% | -0.8% |
| 6M | +10.5% | +48.9% | -38.4% | +9.2% |
| YTD | +23.7% | -22.2% | +45.9% | +26.4% |
| 1Y | +28.7% | -5.2% | +33.9% | +25.9% |
| All | +28.7% | -4.9% | +33.7% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling