+2,699.8%
IBKR vs EPAM
+738.6%
+1,961.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +3.7% | +18.4% | -14.7% | 0.0% |
| 3M | +4.2% | +19.2% | -15.0% | -0.7% |
| 6M | +36.6% | -21.0% | +57.6% | +41.6% |
| YTD | +41.9% | -43.7% | +85.6% | +57.2% |
| 1Y | +49.5% | -29.9% | +79.4% | +57.4% |
| 3Y | +291.3% | -56.5% | +347.9% | +341.4% |
| 5Y | +492.7% | -81.7% | +574.4% | +638.3% |
| 10Y | +994.0% | +64.5% | +929.5% | +684.3% |
| All | +2,699.8% | +738.6% | +1,961.2% | +1,654.9% |
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