+124.4%
IAU vs WYNN
-5.1%
+129.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -2.0% | -4.2% | +2.2% | -1.8% |
| 30D | -1.5% | -14.6% | +13.1% | -0.9% |
| 3M | +3.3% | -18.4% | +21.7% | +4.1% |
| 6M | -16.2% | -11.9% | -4.3% | -15.8% |
| YTD | +0.7% | -26.6% | +27.3% | +1.6% |
| 1Y | +19.2% | -28.5% | +47.8% | +20.4% |
| 3Y | +124.4% | -5.1% | +129.5% | +122.0% |
| All | +124.4% | -5.1% | +129.5% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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