+240.3%
IONQ vs WYNN
-19.7%
+260.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -7.0% | -4.2% | -2.8% | -4.6% |
| 30D | -18.7% | -14.6% | -4.1% | -11.0% |
| 3M | -36.6% | -18.4% | -18.2% | -28.9% |
| 6M | +7.2% | -11.9% | +19.2% | +14.9% |
| YTD | -18.1% | -26.6% | +8.5% | -2.8% |
| 1Y | -21.9% | -28.5% | +6.6% | -7.8% |
| 3Y | +86.7% | -5.1% | +91.9% | +79.2% |
| 5Y | +267.5% | -10.5% | +278.0% | +211.5% |
| All | +240.3% | -19.7% | +260.0% | +184.0% |
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