-4.2%
IWF vs EPAM
-11.8%
+7.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.9% |
| 7D | -1.0% | +9.1% | -10.1% | -0.4% |
| 30D | -10.1% | +38.5% | -48.6% | -9.9% |
| 3M | -7.6% | +61.0% | -68.6% | -7.8% |
| 6M | -6.7% | +58.0% | -64.8% | -6.3% |
| YTD | -2.5% | -23.5% | +20.9% | +4.7% |
| All | -4.2% | -11.8% | +7.6% | -0.9% |
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