+86.2%
IWD vs EPAM
-36.8%
+123.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.1% |
| 7D | +1.3% | +9.1% | -7.8% | +0.4% |
| 30D | +3.6% | +38.5% | -34.9% | +0.2% |
| 3M | +2.3% | +61.0% | -58.6% | -2.6% |
| 6M | +13.0% | +58.0% | -45.0% | +7.1% |
| YTD | +26.2% | -23.5% | +49.6% | +30.2% |
| 1Y | +30.5% | -10.5% | +41.0% | +31.5% |
| 3Y | +86.2% | -33.8% | +120.0% | +84.6% |
| All | +86.2% | -36.8% | +123.0% | +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 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