+80.4%
IWD vs EPAM
-31.1%
+111.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +20.6% | -23.2% | -4.3% |
| 7D | -0.9% | +23.0% | -23.9% | -2.9% |
| 30D | +2.6% | +51.6% | -48.9% | -1.5% |
| 3M | +1.2% | +50.8% | -49.6% | -3.1% |
| 6M | +12.1% | +51.1% | -39.0% | +7.0% |
| YTD | +24.1% | -19.1% | +43.3% | +27.5% |
| 1Y | +28.5% | +3.0% | +25.5% | +27.3% |
| All | +80.4% | -31.1% | +111.4% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling