+137.4%
IVZ vs WYNN
-2.3%
+139.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +1.2% | -1.4% | +2.6% | +1.7% |
| 30D | +1.8% | -11.8% | +13.5% | +6.4% |
| 3M | +15.7% | -15.8% | +31.6% | +23.0% |
| 6M | +36.3% | -10.7% | +47.0% | +41.0% |
| YTD | +24.9% | -24.5% | +49.4% | +37.5% |
| 1Y | +48.9% | -25.0% | +74.0% | +62.3% |
| All | +137.4% | -2.3% | +139.7% | +112.2% |
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