+392.2%
IWF vs EPAM
+165.6%
+226.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -1.1% | +18.5% | -19.6% | -5.7% |
| 30D | -8.3% | +44.0% | -52.3% | -16.6% |
| 3M | -5.6% | +63.0% | -68.5% | -17.0% |
| 6M | -5.4% | +67.3% | -72.7% | -18.8% |
| YTD | -1.2% | -20.5% | +19.4% | +1.0% |
| 1Y | -2.7% | -9.6% | +7.0% | -3.9% |
| 3Y | +67.8% | -30.8% | +98.6% | +69.5% |
| 5Y | +60.1% | -75.6% | +135.7% | +105.2% |
| 10Y | +392.2% | +159.6% | +232.6% | +156.3% |
| All | +392.2% | +165.6% | +226.6% | +156.3% |
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