+418.7%
IWD vs EPAM
+751.2%
-332.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -0.3% | +2.0% | -2.2% | -0.6% |
| 30D | +0.6% | +6.5% | -5.9% | -0.7% |
| 3M | +7.2% | +19.9% | -12.7% | +3.4% |
| 6M | +16.2% | -16.9% | +33.1% | +18.4% |
| YTD | +23.3% | -42.9% | +66.2% | +32.6% |
| 1Y | +29.6% | -30.4% | +59.9% | +34.4% |
| 3Y | +70.5% | -54.7% | +125.2% | +84.7% |
| 5Y | +73.5% | -81.8% | +155.3% | +106.3% |
| 10Y | +198.3% | +65.5% | +132.9% | +129.3% |
| All | +418.7% | +751.2% | -332.5% | +235.2% |
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