+15.0%
IWM vs EPAM
-4.9%
+19.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.0% |
| 7D | -2.0% | +13.4% | -15.4% | -2.0% |
| 30D | -1.5% | +47.1% | -48.5% | -2.4% |
| 3M | -8.0% | +71.2% | -79.2% | -9.4% |
| 6M | -4.1% | +48.9% | -53.0% | -4.5% |
| YTD | +11.9% | -22.2% | +34.2% | +18.0% |
| 1Y | +15.0% | -5.2% | +20.2% | +12.3% |
| All | +15.0% | -4.9% | +19.9% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling