+422.1%
IWD vs EPAM
+1,105.1%
-683.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +20.6% | -23.2% | -5.7% |
| 7D | -0.9% | +23.0% | -23.9% | -4.4% |
| 30D | +2.6% | +51.6% | -48.9% | -4.3% |
| 3M | +1.2% | +50.8% | -49.6% | -5.9% |
| 6M | +12.1% | +51.1% | -39.0% | +3.4% |
| YTD | +24.1% | -19.1% | +43.3% | +25.7% |
| 1Y | +28.5% | +3.0% | +25.5% | +24.8% |
| 3Y | +79.5% | -31.2% | +110.7% | +81.1% |
| 5Y | +70.3% | -76.5% | +146.8% | +94.9% |
| 10Y | +212.5% | +168.4% | +44.1% | +122.3% |
| All | +422.1% | +1,105.1% | -683.0% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling