-84.5%
IRE vs WYNN
-26.3%
-58.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.8% | -5.4% |
| 7D | +7.9% | -3.4% | +11.4% | +13.0% |
| 30D | +9.3% | -15.4% | +24.7% | +33.1% |
| 3M | -52.3% | -15.8% | -36.5% | -40.9% |
| 6M | -38.5% | -13.5% | -25.0% | -27.0% |
| YTD | -54.8% | -26.0% | -28.9% | -35.0% |
| All | -84.5% | -26.3% | -58.2% | -79.0% |
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