-8.8%
IONS vs EPAM
-78.1%
+69.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.6% | -19.8% | -21.2% |
| 7D | -24.8% | +9.1% | -33.9% | -25.6% |
| 30D | -31.5% | +38.5% | -70.0% | -34.0% |
| 3M | -45.2% | +61.0% | -106.1% | -48.1% |
| 6M | -59.1% | +58.0% | -117.1% | -61.4% |
| YTD | -60.8% | -23.5% | -37.4% | -60.0% |
| 1Y | -57.9% | -10.5% | -47.3% | -57.9% |
| 3Y | -34.5% | -33.8% | -0.6% | -33.6% |
| 5Y | -8.8% | -78.1% | +69.3% | +9.5% |
| All | -8.8% | -78.1% | +69.2% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling