+948.6%
IREN vs WYNN
-5.1%
+953.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | -1.9% | -4.2% | +2.3% | +0.7% |
| 30D | +0.4% | -14.6% | +15.0% | +10.0% |
| 3M | -22.7% | -18.4% | -4.3% | -13.1% |
| 6M | +4.4% | -11.9% | +16.3% | +12.3% |
| YTD | +16.0% | -26.6% | +42.6% | +37.2% |
| 1Y | +33.4% | -28.5% | +62.0% | +57.9% |
| 3Y | +948.6% | -5.1% | +953.7% | +937.3% |
| All | +948.6% | -5.1% | +953.6% | +937.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling