+16.9%
IBKR vs WYNN
-32.4%
+49.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.0% |
| 7D | +5.9% | +3.6% | +2.3% | +4.5% |
| 30D | -6.1% | +13.9% | -20.0% | -10.2% |
| 3M | -8.0% | -18.3% | +10.3% | -0.9% |
| 6M | -2.7% | -13.6% | +11.0% | +2.2% |
| YTD | +28.7% | -28.5% | +57.2% | +43.7% |
| 1Y | +16.9% | -31.6% | +48.5% | +31.5% |
| All | +16.9% | -32.4% | +49.2% | +31.5% |
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