+144.3%
IWM vs EPAM
+158.4%
-14.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.8% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +0.6% | +41.8% | -41.2% | -7.9% |
| 3M | -7.8% | +63.4% | -71.1% | -18.7% |
| 6M | -1.0% | +72.2% | -73.2% | -15.1% |
| YTD | +13.9% | -20.0% | +33.9% | +16.3% |
| 1Y | +15.4% | -9.0% | +24.5% | +14.0% |
| 3Y | +70.2% | -30.4% | +100.6% | +72.9% |
| 5Y | +23.7% | -75.6% | +99.3% | +56.5% |
| All | +144.3% | +158.4% | -14.1% | +24.6% |
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