+369.6%
IWF vs EPAM
+167.9%
+201.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +2.1% |
| 7D | -5.0% | +13.4% | -18.4% | -8.4% |
| 30D | -13.2% | +47.1% | -60.3% | -21.5% |
| 3M | -9.4% | +71.2% | -80.6% | -21.4% |
| 6M | -8.6% | +48.9% | -57.5% | -19.2% |
| YTD | -5.3% | -22.2% | +16.9% | -2.6% |
| 1Y | -5.0% | -5.2% | +0.2% | -7.4% |
| 3Y | +64.6% | -34.9% | +99.6% | +69.1% |
| 5Y | +50.8% | -77.4% | +128.2% | +98.8% |
| All | +369.6% | +167.9% | +201.7% | +145.7% |
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