-14.8%
IONS vs EPAM
-33.7%
+18.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.9% |
| 7D | -9.4% | +13.4% | -22.8% | -10.3% |
| 30D | -10.7% | +47.1% | -57.8% | -13.6% |
| 3M | -27.7% | +71.2% | -98.8% | -30.9% |
| 6M | -48.7% | +48.9% | -97.6% | -50.6% |
| YTD | -50.2% | -22.2% | -27.9% | -48.6% |
| 1Y | -46.8% | -5.2% | -41.6% | -46.7% |
| 3Y | -14.8% | -34.9% | +20.1% | -17.0% |
| All | -14.8% | -33.7% | +18.9% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling