+67.3%
IWF vs EPAM
-29.8%
+97.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +5.3% | -1.1% | +6.4% | +5.4% |
| 30D | -8.6% | +41.8% | -50.4% | -12.2% |
| 3M | -6.5% | +63.4% | -69.9% | -11.9% |
| 6M | -5.6% | +72.2% | -77.8% | -12.4% |
| YTD | -1.5% | -20.0% | +18.5% | +3.3% |
| 1Y | -2.8% | -9.0% | +6.2% | -0.6% |
| All | +67.3% | -29.8% | +97.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling