-82.0%
IRE vs WYNN
-23.2%
-58.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.7% | +9.5% | +9.4% |
| 7D | +58.9% | +1.8% | +57.1% | +55.9% |
| 30D | +17.2% | -9.8% | +27.0% | +31.4% |
| 3M | -58.6% | -11.8% | -46.8% | -51.8% |
| 6M | -23.5% | -8.8% | -14.7% | -15.0% |
| YTD | -47.4% | -22.8% | -24.6% | -28.3% |
| All | -82.0% | -23.2% | -58.8% | -76.9% |
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