+569.2%
IONS vs EPAM
+751.2%
-182.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -4.8% | +2.0% | -6.8% | -5.3% |
| 30D | +7.2% | +6.5% | +0.7% | +5.1% |
| 3M | -22.7% | +19.9% | -42.6% | -26.9% |
| 6M | -26.9% | -16.9% | -10.0% | -25.0% |
| YTD | -26.6% | -42.9% | +16.3% | -18.5% |
| 1Y | -2.1% | -30.4% | +28.2% | +2.7% |
| 3Y | +43.4% | -54.7% | +98.2% | +60.4% |
| 5Y | +47.0% | -81.8% | +128.8% | +92.0% |
| 10Y | +97.2% | +65.5% | +31.7% | +8.2% |
| All | +569.2% | +751.2% | -182.0% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling