+51.4%
IBB vs WYNN
-26.4%
+77.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.4% | -3.9% | +5.3% | +1.9% |
| 30D | +10.5% | -9.3% | +19.8% | +11.9% |
| 3M | +23.6% | -11.4% | +35.1% | +25.5% |
| 6M | +22.6% | -11.0% | +33.6% | +24.1% |
| YTD | +25.7% | -23.4% | +49.0% | +28.5% |
| 1Y | +51.4% | -24.8% | +76.2% | +53.3% |
| All | +51.4% | -26.4% | +77.8% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling