+196.5%
IRM vs WYNN
-11.0%
+207.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -1.4% | -4.2% | +2.8% | -0.8% |
| 30D | -7.4% | -14.6% | +7.2% | -5.0% |
| 3M | -7.4% | -18.4% | +11.1% | -4.4% |
| 6M | +8.7% | -11.9% | +20.6% | +10.7% |
| YTD | +40.9% | -26.6% | +67.5% | +47.3% |
| 1Y | +20.5% | -28.5% | +49.0% | +26.0% |
| 3Y | +101.7% | -5.1% | +106.8% | +96.7% |
| All | +196.5% | -11.0% | +207.5% | +181.9% |
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 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