+1,149.3%
IBB vs WYNN
+1,177.3%
-27.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -5.2% | -3.4% | -1.8% | -4.6% |
| 30D | +1.5% | -15.4% | +16.9% | +4.6% |
| 3M | +22.1% | -15.8% | +37.9% | +25.9% |
| 6M | +17.7% | -13.5% | +31.2% | +20.6% |
| YTD | +20.2% | -26.0% | +46.2% | +26.4% |
| 1Y | +44.4% | -27.4% | +71.8% | +51.8% |
| 3Y | +61.1% | -3.7% | +64.8% | +57.6% |
| 5Y | +18.5% | -9.8% | +28.3% | +13.3% |
| 10Y | +123.9% | +1.1% | +122.8% | +87.7% |
| All | +1,149.3% | +1,177.3% | -27.9% | +469.9% |
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