+87.2%
IONQ vs WYNN
-4.3%
+91.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.2% |
| 7D | -5.6% | -3.4% | -2.2% | -3.5% |
| 30D | -15.2% | -15.4% | +0.2% | -6.5% |
| 3M | -34.9% | -15.8% | -19.2% | -28.1% |
| 6M | +4.9% | -13.5% | +18.4% | +13.8% |
| YTD | -17.9% | -26.0% | +8.1% | -2.6% |
| 1Y | -16.0% | -27.4% | +11.4% | -1.7% |
| All | +87.2% | -4.3% | +91.5% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling