+6.5%
IEMG vs WYNN
-34.2%
+40.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -4.8% |
| 7D | -7.4% | +6.9% | -14.3% | -8.6% |
| 30D | -14.9% | +3.5% | -18.4% | -15.4% |
| 3M | -11.6% | -21.4% | +9.8% | -6.3% |
| 6M | -11.1% | -25.0% | +13.9% | -4.7% |
| YTD | +6.0% | -33.6% | +39.6% | +14.7% |
| 1Y | +6.5% | -36.0% | +42.6% | +15.7% |
| All | +6.5% | -34.2% | +40.7% | +15.7% |
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