+355.7%
IBN vs EPAM
+170.1%
+185.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.0% | +4.9% |
| 7D | +15.1% | +13.4% | +1.7% | +12.2% |
| 30D | +21.6% | +47.1% | -25.4% | +13.1% |
| 3M | +11.2% | +71.2% | -60.0% | +0.3% |
| 6M | +27.8% | +48.9% | -21.2% | +16.9% |
| YTD | +14.7% | -22.2% | +36.9% | +17.4% |
| 1Y | +14.4% | -5.2% | +19.6% | +12.6% |
| 3Y | +52.1% | -34.9% | +87.0% | +55.0% |
| 5Y | +70.7% | -77.4% | +148.1% | +111.4% |
| All | +355.7% | +170.1% | +185.6% | +164.6% |
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