+357.7%
IGV vs WYNN
+1.1%
+356.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.9% | -4.2% | +1.3% | -2.0% |
| 30D | -1.5% | -14.6% | +13.1% | +1.9% |
| 3M | +11.7% | -18.4% | +30.1% | +16.6% |
| 6M | +18.4% | -11.9% | +30.3% | +21.2% |
| YTD | -3.9% | -26.6% | +22.7% | +2.3% |
| 1Y | -9.7% | -28.5% | +18.9% | -3.7% |
| 3Y | +38.4% | -5.1% | +43.6% | +35.3% |
| 5Y | +21.6% | -10.5% | +32.1% | +15.6% |
| All | +357.7% | +1.1% | +356.6% | +290.0% |
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 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