+179.3%
IJH vs WYNN
+1.1%
+178.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -1.9% | -4.2% | +2.3% | -0.8% |
| 30D | -4.6% | -14.6% | +10.0% | -0.6% |
| 3M | -1.2% | -18.4% | +17.3% | +4.0% |
| 6M | +9.4% | -11.9% | +21.3% | +12.6% |
| YTD | +13.3% | -26.6% | +39.9% | +22.1% |
| 1Y | +13.4% | -28.5% | +41.9% | +22.3% |
| 3Y | +50.4% | -5.1% | +55.6% | +46.7% |
| 5Y | +49.0% | -10.5% | +59.4% | +40.9% |
| All | +179.3% | +1.1% | +178.1% | +137.0% |
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