+20.0%
IWM vs EPAM
-77.4%
+97.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.6% |
| 7D | -2.0% | +13.4% | -15.4% | -4.3% |
| 30D | -1.5% | +47.1% | -48.5% | -7.9% |
| 3M | -8.0% | +71.2% | -79.2% | -16.3% |
| 6M | -4.1% | +48.9% | -53.0% | -11.6% |
| YTD | +11.9% | -22.2% | +34.2% | +14.9% |
| 1Y | +15.0% | -5.2% | +20.2% | +13.7% |
| 3Y | +64.2% | -34.9% | +99.2% | +68.8% |
| All | +20.0% | -77.4% | +97.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling