+259.6%
ICE vs EPAM
+170.1%
+89.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.4% |
| 7D | +2.0% | +13.4% | -11.4% | -0.5% |
| 30D | +12.9% | +47.1% | -34.2% | +5.3% |
| 3M | +15.4% | +71.2% | -55.8% | +4.7% |
| 6M | +13.1% | +48.9% | -35.8% | +4.1% |
| YTD | +7.5% | -22.2% | +29.7% | +9.9% |
| 1Y | +18.3% | -5.2% | +23.5% | +16.9% |
| 3Y | +65.9% | -34.9% | +100.9% | +69.2% |
| 5Y | +35.2% | -77.4% | +112.6% | +66.0% |
| All | +259.6% | +170.1% | +89.5% | +121.5% |
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