+857.0%
IAU vs WYNN
+163.6%
+693.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.5% |
| 7D | -2.0% | -4.2% | +2.2% | -2.0% |
| 30D | -1.5% | -14.6% | +13.1% | -1.4% |
| 3M | +3.3% | -18.4% | +21.7% | +3.4% |
| 6M | -16.2% | -11.9% | -4.3% | -16.2% |
| YTD | +0.7% | -26.6% | +27.3% | +0.8% |
| 1Y | +19.2% | -28.5% | +47.8% | +19.4% |
| 3Y | +124.4% | -5.1% | +129.5% | +124.3% |
| 5Y | +140.0% | -10.5% | +150.5% | +139.7% |
| 10Y | +218.9% | +0.3% | +218.7% | +216.8% |
| All | +857.0% | +163.6% | +693.4% | +847.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling