+15.9%
IBN vs EPAM
-7.6%
+23.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.4% | +0.9% |
| 7D | +15.8% | +18.8% | -3.0% | +14.0% |
| 30D | +25.1% | +44.9% | -19.9% | +21.7% |
| 3M | +16.0% | +68.6% | -52.6% | +12.1% |
| 6M | +32.8% | +65.4% | -32.6% | +27.7% |
| YTD | +18.0% | -19.9% | +37.9% | +19.5% |
| 1Y | +15.9% | -10.0% | +25.9% | +20.7% |
| All | +15.9% | -7.6% | +23.5% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling