+334.6%
IWM vs EPAM
+751.2%
-416.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.8% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | -1.3% | +6.5% | -7.8% | -3.1% |
| 3M | +1.6% | +19.9% | -18.3% | -3.6% |
| 6M | +13.6% | -16.9% | +30.5% | +16.4% |
| YTD | +20.8% | -42.9% | +63.6% | +33.4% |
| 1Y | +26.4% | -30.4% | +56.8% | +32.9% |
| 3Y | +60.7% | -54.7% | +115.4% | +80.6% |
| 5Y | +38.2% | -81.8% | +120.0% | +76.6% |
| 10Y | +169.5% | +65.5% | +104.0% | +96.4% |
| All | +334.6% | +751.2% | -416.6% | +158.5% |
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