+990.2%
IBKR vs EPAM
+74.2%
+916.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.5% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | -0.2% | +17.6% | -17.8% | -3.8% |
| 3M | +3.0% | +27.1% | -24.2% | -3.6% |
| 6M | +33.9% | -17.0% | +50.8% | +37.6% |
| YTD | +42.5% | -42.4% | +85.0% | +58.3% |
| 1Y | +44.9% | -25.3% | +70.2% | +51.0% |
| 3Y | +293.0% | -55.7% | +348.7% | +344.5% |
| 5Y | +497.7% | -81.2% | +578.8% | +665.6% |
| All | +990.2% | +74.2% | +916.0% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling