+846.1%
WYNN vs IAG
+368.4%
+477.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | -3.4% | -4.1% | +0.6% | -3.0% |
| 30D | -15.4% | +10.6% | -26.0% | -16.4% |
| 3M | -15.8% | +35.4% | -51.2% | -18.7% |
| 6M | -13.5% | -9.5% | -3.9% | -13.5% |
| YTD | -26.0% | +21.8% | -47.8% | -28.6% |
| 1Y | -27.4% | +84.1% | -111.5% | -33.1% |
| 3Y | -3.7% | +817.4% | -821.1% | -27.5% |
| 5Y | -9.8% | +830.1% | -839.9% | -34.4% |
| 10Y | +1.1% | +413.8% | -412.7% | -28.6% |
| All | +846.1% | +368.4% | +477.7% | +511.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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