+75.1%
IWF vs WYNN
-11.0%
+86.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.9% | -4.2% | +3.3% | +0.1% |
| 30D | -1.7% | -14.6% | +12.9% | +2.1% |
| 3M | +0.7% | -18.4% | +19.1% | +5.7% |
| 6M | +8.6% | -11.9% | +20.5% | +11.5% |
| YTD | +3.5% | -26.6% | +30.1% | +11.0% |
| 1Y | +7.0% | -28.5% | +35.6% | +14.8% |
| 3Y | +76.3% | -5.1% | +81.5% | +69.9% |
| All | +75.1% | -11.0% | +86.1% | +57.4% |
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 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