+299.5%
IOVA vs WYNN
-26.4%
+325.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.7% | -3.9% | +13.6% | +10.4% |
| 30D | +102.5% | -9.3% | +111.8% | +105.5% |
| 3M | +100.7% | -11.4% | +112.1% | +104.4% |
| 6M | +106.3% | -11.0% | +117.3% | +108.8% |
| YTD | +222.0% | -23.4% | +245.4% | +224.1% |
| 1Y | +299.5% | -24.8% | +324.4% | +289.9% |
| All | +299.5% | -26.4% | +325.9% | +289.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling