+140.8%
IEMG vs WYNN
+1.1%
+139.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -1.3% | -4.2% | +2.9% | -0.3% |
| 30D | +1.9% | -14.6% | +16.5% | +5.6% |
| 3M | +1.4% | -18.4% | +19.8% | +6.0% |
| 6M | +15.2% | -11.9% | +27.1% | +18.2% |
| YTD | +23.8% | -26.6% | +50.4% | +32.1% |
| 1Y | +30.7% | -28.5% | +59.2% | +39.4% |
| 3Y | +83.3% | -5.1% | +88.4% | +79.0% |
| 5Y | +48.8% | -10.5% | +59.3% | +41.2% |
| All | +140.8% | +1.1% | +139.6% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling