+143.5%
IWM vs EPAM
+157.4%
-13.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | +2.4% | -1.0% | +0.8% |
| 30D | +2.3% | +42.3% | -40.1% | -6.5% |
| 3M | -8.3% | +60.7% | -69.0% | -18.8% |
| 6M | -1.3% | +80.5% | -81.8% | -16.4% |
| YTD | +13.5% | -20.4% | +33.9% | +16.0% |
| 1Y | +18.4% | -9.6% | +28.0% | +17.1% |
| 3Y | +69.6% | -30.5% | +100.1% | +72.3% |
| 5Y | +23.3% | -75.7% | +99.0% | +56.1% |
| All | +143.5% | +157.4% | -13.8% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling