+69.3%
IWD vs EPAM
-77.4%
+146.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | 0.0% |
| 7D | -0.5% | +13.4% | -13.8% | -1.9% |
| 30D | +2.7% | +47.1% | -44.4% | -1.6% |
| 3M | +0.9% | +71.2% | -70.3% | -5.0% |
| 6M | +10.5% | +48.9% | -38.4% | +5.0% |
| YTD | +23.7% | -22.2% | +45.9% | +25.7% |
| 1Y | +28.7% | -5.2% | +33.9% | +27.8% |
| 3Y | +79.7% | -34.9% | +114.7% | +82.1% |
| All | +69.3% | -77.4% | +146.8% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling