-92.6%
IOVA vs WYNN
+35.4%
-128.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.8% |
| 7D | -6.4% | -3.4% | -3.0% | -5.4% |
| 30D | +25.4% | -15.4% | +40.8% | +31.7% |
| 3M | +115.3% | -15.8% | +131.1% | +126.5% |
| 6M | +56.5% | -13.5% | +70.0% | +63.0% |
| YTD | +198.2% | -26.0% | +224.2% | +224.1% |
| 1Y | +242.0% | -27.4% | +269.4% | +270.7% |
| 3Y | +36.8% | -3.7% | +40.5% | +33.7% |
| 5Y | -64.3% | -9.8% | -54.5% | -65.7% |
| 10Y | +2.6% | +1.1% | +1.6% | -12.9% |
| All | -92.6% | +35.4% | -128.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling