+383.3%
IWF vs EPAM
+163.7%
+219.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | -1.0% | +9.1% | -10.1% | -3.8% |
| 30D | -10.1% | +38.5% | -48.6% | -17.5% |
| 3M | -7.6% | +61.0% | -68.6% | -18.6% |
| 6M | -6.7% | +58.0% | -64.8% | -18.8% |
| YTD | -2.5% | -23.5% | +20.9% | +0.5% |
| 1Y | -2.1% | -10.5% | +8.5% | -3.1% |
| 3Y | +68.6% | -33.8% | +102.5% | +72.3% |
| 5Y | +55.8% | -78.1% | +133.9% | +107.7% |
| 10Y | +383.3% | +157.7% | +225.5% | +153.7% |
| All | +383.3% | +163.7% | +219.6% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling