+408.6%
IBN vs EPAM
+751.2%
-342.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.3% |
| 7D | +1.4% | +2.0% | -0.5% | +1.0% |
| 30D | -0.3% | +6.5% | -6.9% | -2.0% |
| 3M | +17.1% | +19.9% | -2.8% | +11.9% |
| 6M | +3.4% | -16.9% | +20.3% | +5.7% |
| YTD | +2.5% | -42.9% | +45.4% | +12.0% |
| 1Y | -4.2% | -30.4% | +26.2% | +0.1% |
| 3Y | +32.4% | -54.7% | +87.1% | +45.2% |
| 5Y | +59.2% | -81.8% | +141.0% | +97.5% |
| 10Y | +345.7% | +65.5% | +280.2% | +196.9% |
| All | +408.6% | +751.2% | -342.6% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling