+759.5%
IWF vs EPAM
+1,084.1%
-324.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | -1.1% | +18.5% | -19.6% | -5.2% |
| 30D | -8.3% | +44.0% | -52.3% | -15.9% |
| 3M | -5.6% | +63.0% | -68.5% | -16.0% |
| 6M | -5.4% | +67.3% | -72.7% | -17.5% |
| YTD | -1.2% | -20.5% | +19.4% | +0.5% |
| 1Y | -2.7% | -9.6% | +7.0% | -3.9% |
| 3Y | +67.8% | -30.8% | +98.6% | +69.3% |
| 5Y | +60.1% | -75.6% | +135.7% | +90.6% |
| 10Y | +392.2% | +159.6% | +232.6% | +241.3% |
| All | +759.5% | +1,084.1% | -324.6% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling