-61.5%
IOVA vs WYNN
-11.0%
-50.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | -2.2% | -4.2% | +2.0% | -0.3% |
| 30D | +27.6% | -14.6% | +42.2% | +36.6% |
| 3M | +117.2% | -18.4% | +135.6% | +137.1% |
| 6M | +77.7% | -11.9% | +89.6% | +86.5% |
| YTD | +215.0% | -26.6% | +241.6% | +256.9% |
| 1Y | +255.4% | -28.5% | +283.9% | +301.3% |
| 3Y | +42.6% | -5.1% | +47.7% | +33.6% |
| All | -61.5% | -11.0% | -50.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling