-22.6%
IP vs WYNN
-26.8%
+4.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | -5.9% | -3.4% | -2.5% | -4.6% |
| 30D | -17.0% | -15.4% | -1.6% | -11.6% |
| 3M | +8.9% | -15.8% | +24.7% | +16.1% |
| 6M | -10.0% | -13.5% | +3.5% | -5.3% |
| YTD | -9.8% | -26.0% | +16.2% | -1.5% |
| 1Y | -22.6% | -27.4% | +4.8% | -16.1% |
| All | -22.6% | -26.8% | +4.2% | -16.1% |
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 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