+44.7%
IBKR vs WYNN
-26.4%
+71.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -3.3% | -3.9% | +0.6% | -1.9% |
| 30D | +4.5% | -9.3% | +13.7% | +8.2% |
| 3M | +6.5% | -11.4% | +17.9% | +11.1% |
| 6M | +34.2% | -11.0% | +45.2% | +39.3% |
| YTD | +44.5% | -23.4% | +67.8% | +58.2% |
| 1Y | +44.7% | -24.8% | +69.5% | +57.0% |
| All | +44.7% | -26.4% | +71.1% | +57.0% |
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