-7.5%
IGV vs WYNN
-32.5%
+24.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | +0.1% |
| 7D | -7.5% | +15.4% | -22.9% | -9.4% |
| 30D | -5.6% | +6.8% | -12.4% | -6.4% |
| 3M | +1.5% | -15.4% | +16.9% | +4.3% |
| 6M | +17.1% | -20.0% | +37.1% | +21.5% |
| YTD | -2.0% | -31.0% | +29.0% | +4.0% |
| 1Y | -7.5% | -31.5% | +24.0% | -3.1% |
| All | -7.5% | -32.5% | +24.9% | -3.1% |
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