+161.4%
IP vs WYNN
+1,222.3%
-1,060.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -3.9% | -1.4% | -4.1% |
| 30D | -10.9% | -9.3% | -1.6% | -8.2% |
| 3M | +11.2% | -11.4% | +22.6% | +15.2% |
| 6M | -10.2% | -11.0% | +0.7% | -7.2% |
| YTD | -2.0% | -23.4% | +21.4% | +5.8% |
| 1Y | -19.1% | -24.8% | +5.7% | -12.7% |
| 3Y | +20.9% | -7.1% | +28.0% | +19.5% |
| 5Y | -17.8% | -5.4% | -12.4% | -24.0% |
| 10Y | +23.5% | +11.5% | +12.0% | -8.2% |
| All | +161.4% | +1,222.3% | -1,060.9% | +1.1% |
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 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