+293.0%
IBKR vs EPAM
-55.8%
+348.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.6% |
| 7D | -1.3% | +0.7% | -2.1% | -1.5% |
| 30D | -0.2% | +17.6% | -17.8% | -3.2% |
| 3M | +3.0% | +27.1% | -24.2% | -2.5% |
| 6M | +33.9% | -17.0% | +50.8% | +38.7% |
| YTD | +42.5% | -42.4% | +85.0% | +59.1% |
| 1Y | +44.9% | -25.3% | +70.2% | +52.3% |
| 3Y | +293.0% | -55.7% | +348.7% | +328.5% |
| All | +293.0% | -55.8% | +348.8% | +328.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling