+397.6%
IBN vs EPAM
+157.4%
+240.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.9% | +2.4% | -0.6% | +1.4% |
| 30D | +22.1% | +42.3% | -20.2% | +14.1% |
| 3M | +17.1% | +60.7% | -43.6% | +6.9% |
| 6M | +35.5% | +80.5% | -44.9% | +19.7% |
| YTD | +16.8% | -20.4% | +37.2% | +19.1% |
| 1Y | +12.4% | -9.6% | +22.0% | +11.7% |
| 3Y | +58.0% | -30.5% | +88.5% | +58.8% |
| 5Y | +73.7% | -75.7% | +149.4% | +110.6% |
| All | +397.6% | +157.4% | +240.3% | +182.7% |
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