+2,490.4%
IRM vs WYNN
+1,177.3%
+1,313.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -1.8% | -3.4% | +1.6% | -1.2% |
| 30D | -7.8% | -15.4% | +7.7% | -5.0% |
| 3M | -7.9% | -15.8% | +7.9% | -5.1% |
| 6M | +6.3% | -13.5% | +19.8% | +8.9% |
| YTD | +38.2% | -26.0% | +64.1% | +45.0% |
| 1Y | +19.8% | -27.4% | +47.2% | +25.7% |
| 3Y | +98.8% | -3.7% | +102.5% | +94.5% |
| 5Y | +191.8% | -9.8% | +201.5% | +178.4% |
| 10Y | +428.8% | +1.1% | +427.7% | +343.0% |
| All | +2,490.4% | +1,177.3% | +1,313.1% | +1,172.4% |
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