+808.7%
IWF vs EPAM
+751.2%
+57.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +0.5% | +2.0% | -1.4% | +0.1% |
| 30D | -0.4% | +6.5% | -6.9% | -2.2% |
| 3M | -2.6% | +19.9% | -22.5% | -7.5% |
| 6M | +9.1% | -16.9% | +26.1% | +11.8% |
| YTD | +4.5% | -42.9% | +47.4% | +15.3% |
| 1Y | +10.1% | -30.4% | +40.5% | +15.6% |
| 3Y | +77.6% | -54.7% | +132.4% | +98.5% |
| 5Y | +73.7% | -81.8% | +155.5% | +121.6% |
| 10Y | +411.5% | +65.5% | +346.1% | +291.3% |
| All | +808.7% | +751.2% | +57.5% | +479.7% |
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