+44.9%
IBKR vs WYNN
-28.3%
+73.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -1.3% | -4.2% | +2.8% | +0.1% |
| 30D | -0.2% | -14.6% | +14.4% | +5.5% |
| 3M | +3.0% | -18.4% | +21.4% | +10.8% |
| 6M | +33.9% | -11.9% | +45.8% | +39.4% |
| YTD | +42.5% | -26.6% | +69.1% | +57.9% |
| 1Y | +44.9% | -28.5% | +73.4% | +61.9% |
| All | +44.9% | -28.3% | +73.2% | +61.9% |
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 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