+298.9%
IWM vs EPAM
+1,105.1%
-806.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +20.6% | -25.2% | -8.9% |
| 7D | -4.6% | +23.0% | -27.6% | -9.4% |
| 30D | -3.7% | +51.6% | -55.3% | -12.7% |
| 3M | -9.4% | +50.8% | -60.2% | -18.3% |
| 6M | -3.6% | +51.1% | -54.8% | -14.1% |
| YTD | +10.8% | -19.1% | +30.0% | +12.5% |
| 1Y | +11.9% | +3.0% | +8.9% | +7.2% |
| 3Y | +60.6% | -31.2% | +91.7% | +63.2% |
| 5Y | +19.2% | -76.5% | +95.7% | +43.9% |
| 10Y | +165.3% | +168.4% | -3.1% | +73.6% |
| All | +298.9% | +1,105.1% | -806.2% | +117.9% |
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