+15.9%
IP vs WYNN
+2.0%
+13.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -5.9% | -3.4% | -2.5% | -5.0% |
| 30D | -17.0% | -15.4% | -1.6% | -13.3% |
| 3M | +8.9% | -15.8% | +24.7% | +13.8% |
| 6M | -10.0% | -13.5% | +3.5% | -6.6% |
| YTD | -9.8% | -26.0% | +16.2% | -2.6% |
| 1Y | -22.6% | -27.4% | +4.8% | -16.5% |
| 3Y | +13.1% | -3.7% | +16.8% | +11.1% |
| 5Y | -22.3% | -9.8% | -12.5% | -25.8% |
| All | +15.9% | +2.0% | +13.9% | -0.7% |
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