+60.3%
IVZ vs WYNN
-12.8%
+73.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.1% |
| 30D | +2.5% | -15.4% | +17.9% | +9.1% |
| 3M | +17.1% | -15.8% | +32.8% | +24.4% |
| 6M | +35.1% | -13.5% | +48.6% | +41.6% |
| YTD | +24.3% | -26.0% | +50.3% | +38.1% |
| 1Y | +48.7% | -27.4% | +76.0% | +64.6% |
| 3Y | +135.6% | -3.7% | +139.4% | +124.4% |
| 5Y | +60.3% | -9.8% | +70.1% | +45.7% |
| All | +60.3% | -12.8% | +73.1% | +45.7% |
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