+56.0%
IWF vs EPAM
-75.7%
+131.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | -7.5% | +42.3% | -49.9% | -12.9% |
| 3M | -8.5% | +60.7% | -69.1% | -15.7% |
| 6M | -7.4% | +80.5% | -87.9% | -17.2% |
| YTD | -2.6% | -20.4% | +17.7% | -0.4% |
| 1Y | -1.8% | -9.6% | +7.8% | -1.9% |
| 3Y | +65.5% | -30.5% | +95.9% | +67.7% |
| All | +56.0% | -75.7% | +131.7% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling