+60.7%
IBN vs EPAM
-81.9%
+142.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.5% |
| 7D | +1.4% | +2.0% | -0.5% | +1.2% |
| 30D | -0.3% | +6.5% | -6.9% | -1.2% |
| 3M | +17.1% | +19.9% | -2.8% | +14.1% |
| 6M | +3.4% | -16.9% | +20.3% | +4.9% |
| YTD | +2.5% | -42.9% | +45.4% | +8.2% |
| 1Y | -4.2% | -30.4% | +26.2% | -1.5% |
| 3Y | +32.4% | -54.7% | +87.1% | +40.5% |
| All | +60.7% | -81.9% | +142.6% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling