+22.7%
IONS vs EPAM
+170.1%
-147.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.3% |
| 7D | -9.4% | +13.4% | -22.8% | -12.0% |
| 30D | -10.7% | +47.1% | -57.8% | -17.6% |
| 3M | -27.7% | +71.2% | -98.8% | -35.4% |
| 6M | -48.7% | +48.9% | -97.6% | -53.5% |
| YTD | -50.2% | -22.2% | -27.9% | -49.0% |
| 1Y | -46.8% | -5.2% | -41.6% | -47.9% |
| 3Y | -14.8% | -34.9% | +20.1% | -13.1% |
| 5Y | +17.0% | -77.4% | +94.4% | +50.1% |
| All | +22.7% | +170.1% | -147.4% | -49.3% |
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 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