+202.0%
IONQ vs EPAM
-55.6%
+257.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.9% | +27.3% | +24.9% |
| 7D | +8.6% | +13.4% | -4.8% | +0.8% |
| 30D | -21.1% | +47.1% | -68.2% | -34.6% |
| 3M | -17.9% | +71.2% | -89.0% | -36.5% |
| 6M | -37.9% | +48.9% | -86.9% | -51.1% |
| YTD | -27.3% | -22.2% | -5.1% | -23.6% |
| 1Y | -43.2% | -5.2% | -38.0% | -45.7% |
| 3Y | +191.0% | -34.9% | +225.9% | +218.7% |
| 5Y | +69.3% | -77.4% | +146.7% | +200.3% |
| All | +202.0% | -55.6% | +257.7% | +302.7% |
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 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