+58.9%
IBIT vs EPAM
-47.5%
+106.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -2.4% | +9.1% | -11.4% | -4.1% |
| 30D | -9.1% | +38.5% | -47.6% | -14.8% |
| 3M | +15.0% | +61.0% | -46.0% | +4.5% |
| 6M | -6.9% | +58.0% | -64.9% | -16.0% |
| YTD | -14.8% | -23.5% | +8.7% | -9.7% |
| 1Y | -28.1% | -10.5% | -17.6% | -26.7% |
| All | +58.9% | -47.5% | +106.5% | +66.0% |
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