+42.0%
IBB vs WYNN
-32.5%
+74.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.4% | +1.6% |
| 7D | +2.2% | +15.4% | -13.2% | -0.2% |
| 30D | +6.3% | +6.8% | -0.4% | +5.2% |
| 3M | +16.3% | -15.4% | +31.7% | +19.2% |
| 6M | +30.0% | -20.0% | +49.9% | +34.4% |
| YTD | +31.1% | -31.0% | +62.2% | +36.8% |
| 1Y | +42.0% | -31.5% | +73.4% | +48.7% |
| All | +42.0% | -32.5% | +74.4% | +48.7% |
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