-13.6%
IP vs WYNN
-6.8%
-6.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +0.7% |
| 7D | -0.3% | +2.3% | -2.6% | -0.9% |
| 30D | +7.9% | +15.4% | -7.4% | +3.6% |
| 3M | -15.3% | -16.7% | +1.4% | -11.1% |
| 6M | +10.5% | -11.1% | +21.7% | +14.0% |
| YTD | -9.4% | -28.8% | +19.4% | -1.1% |
| 1Y | -4.6% | -30.2% | +25.6% | +4.5% |
| 3Y | +21.2% | +3.8% | +17.5% | +17.1% |
| All | -13.6% | -6.8% | -6.8% | -17.6% |
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