+60.0%
IVZ vs WYNN
+1.1%
+58.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -2.4% | -4.2% | +1.8% | -0.9% |
| 30D | +3.0% | -14.6% | +17.7% | +8.9% |
| 3M | +14.9% | -18.4% | +33.3% | +23.1% |
| 6M | +36.7% | -11.9% | +48.7% | +42.1% |
| YTD | +25.7% | -26.6% | +52.3% | +39.3% |
| 1Y | +47.7% | -28.5% | +76.2% | +63.7% |
| 3Y | +138.8% | -5.1% | +144.0% | +132.4% |
| 5Y | +62.1% | -10.5% | +72.6% | +52.8% |
| All | +60.0% | +1.1% | +58.9% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling