+10.1%
IWF vs EPAM
-32.1%
+42.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +0.5% | +2.0% | -1.4% | +0.5% |
| 30D | -0.4% | +6.5% | -6.9% | -0.7% |
| 3M | -2.6% | +19.9% | -22.5% | -2.9% |
| 6M | +9.1% | -16.9% | +26.1% | +12.5% |
| YTD | +4.5% | -42.9% | +47.4% | +12.1% |
| 1Y | +10.1% | -30.4% | +40.5% | +14.0% |
| All | +10.1% | -32.1% | +42.2% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling