+484.9%
IBKR vs EPAM
-82.0%
+566.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | -4.5% | +0.7% | -3.1% |
| 30D | -0.3% | +14.6% | -14.9% | -2.6% |
| 3M | +4.8% | +23.1% | -18.3% | +0.3% |
| 6M | +30.8% | -19.5% | +50.2% | +34.5% |
| YTD | +39.5% | -44.1% | +83.6% | +52.3% |
| 1Y | +43.7% | -25.2% | +68.9% | +48.7% |
| 3Y | +284.7% | -56.8% | +341.5% | +323.4% |
| 5Y | +484.9% | -81.7% | +566.6% | +572.3% |
| All | +484.9% | -82.0% | +566.9% | +572.3% |
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