+73.1%
IBN vs EPAM
-75.8%
+148.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +5.7% | -1.1% | +6.8% | +5.8% |
| 30D | +20.5% | +41.8% | -21.3% | +15.7% |
| 3M | +15.2% | +63.4% | -48.1% | +8.8% |
| 6M | +34.5% | +72.2% | -37.7% | +25.4% |
| YTD | +16.4% | -20.0% | +36.4% | +17.8% |
| 1Y | +13.5% | -9.0% | +22.6% | +13.2% |
| 3Y | +55.4% | -30.4% | +85.8% | +56.4% |
| 5Y | +73.1% | -75.6% | +148.7% | +97.8% |
| All | +73.1% | -75.8% | +148.8% | +97.8% |
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