+373.9%
IBN vs EPAM
+168.6%
+205.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.4% | +0.4% |
| 7D | +15.8% | +18.8% | -3.0% | +11.9% |
| 30D | +25.1% | +44.9% | -19.9% | +16.5% |
| 3M | +16.0% | +68.6% | -52.6% | +4.9% |
| 6M | +32.8% | +65.4% | -32.6% | +19.2% |
| YTD | +18.0% | -19.9% | +37.9% | +20.2% |
| 1Y | +15.9% | -10.0% | +25.9% | +15.3% |
| 3Y | +57.6% | -30.3% | +87.9% | +58.3% |
| 5Y | +74.7% | -75.7% | +150.4% | +111.8% |
| 10Y | +373.9% | +167.2% | +206.7% | +173.0% |
| All | +373.9% | +168.6% | +205.3% | +173.0% |
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 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