-38.8%
IONS vs EPAM
+157.4%
-196.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | -26.3% | +2.4% | -28.7% | -26.6% |
| 30D | -31.9% | +42.3% | -74.3% | -36.8% |
| 3M | -48.0% | +60.7% | -108.6% | -53.0% |
| 6M | -62.6% | +80.5% | -143.0% | -67.3% |
| YTD | -63.3% | -20.4% | -42.9% | -62.6% |
| 1Y | -58.4% | -9.6% | -48.8% | -58.8% |
| 3Y | -38.2% | -30.5% | -7.7% | -37.8% |
| 5Y | -11.1% | -75.7% | +64.6% | +11.3% |
| All | -38.8% | +157.4% | -196.2% | -75.4% |
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