+2,050.2%
IGV vs WYNN
+1,177.3%
+872.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -5.4% | -3.4% | -1.9% | -4.6% |
| 30D | -2.6% | -15.4% | +12.8% | +0.9% |
| 3M | +10.5% | -15.8% | +26.3% | +14.5% |
| 6M | +18.2% | -13.5% | +31.7% | +21.4% |
| YTD | -4.2% | -26.0% | +21.8% | +1.7% |
| 1Y | -9.8% | -27.4% | +17.6% | -4.3% |
| 3Y | +39.1% | -3.7% | +42.8% | +35.9% |
| 5Y | +21.2% | -9.8% | +31.0% | +16.2% |
| 10Y | +361.5% | +1.1% | +360.4% | +281.1% |
| All | +2,050.2% | +1,177.3% | +872.9% | +876.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling